A numerical study of large sparse matrix exponentials arising in Markov chains.
type: Item
instance of: scholarly article
title: A numerical study of large sparse matrix exponentials arising in Markov chains.
zbMATH Open document ID: 1042.65508
DOI: 10.1016/S0167-9473(98)00062-0
author: Roger B. Sidje
author: William J. Stewart
published in: Computational Statistics and Data Analysis
publication date: 1999-03-02T00:00:00Z
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 1257811
zbMATH Keywords: Matrix exponential
zbMATH Keywords: Markov chains
zbMATH Keywords: Krylov methods
zbMATH Keywords: Ordinary differential equations
describes a project that uses: Expokit
describes a project that uses: MARCA
describes a project that uses: VODE
describes a project that uses: RODAS
MaRDI profile type: MaRDI publication profile
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cites work: Expokit
full work available at URL: s0167-9473(98)00062-0
OpenAlex ID: W2009743150
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description: scientific article; zbMATH DE number 1257811