OnM-multisplittings of singularM-matrices with application to Markov chains
DOI10.1002/(SICI)1099-1506(199807/08)5:4%3C299::AID-NLA103%3E3.0.CO;2-VzbMATH Open0937.65038OpenAlexW2050154031MaRDI QIDQ4940824FDOQ4940824
Authors: R. Bru, Rafael Cantó, Joan-Josep Climent 
Publication date: 27 February 2000
Full work available at URL: https://doi.org/10.1002/(sici)1099-1506(199807/08)5:4%3C299::aid-nla103%3E3.0.co;2-v
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Cites Work
Cited In (15)
- Convergent Iterations for Computing Stationary Distributions of Markov Chains
- On the convergence of subproper (multi)-splitting methods for solving rectangular linear systems
- On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems
- Generalized triangular and symmetric splitting method for steady state probability vector of stochastic matrices
- Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
- Comparison results for parallel multisplitting methods with applications to AOR methods
- Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems.
- On the convergence of iterative methods for solving singular linear systems
- On parallel multisplitting methods for symmetric positive semidefinite linear systems
- Convergent Regular Splittings for Singular M-Matrices
- Iterative methods for solving the stationary distribution of Markov chains
- Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
- Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices
- On parallel multisplitting iterative methods for singular linear systems
- Title not available (Why is that?)
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