Stochastic regular splitting and its application to the iterative methods

MaRDI QIDQ2755017zbMATH OpenFDO

Authors Mihály Kovács, I. Farago

Publication date 5 November 2001

Published in PU.M.A. Pure Mathematics and Applications (Search for Journal in Brave)

zbMATH Keywords

iterative methodsstochastic matricesstochastic regular splitting

Mathematics Subject Classification ID

Stochastic matrices (15B51) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

Splittings of a given matrix are a good tool both of numerical modelling of certain physical phenomena and of constructing iterative methods for solving systems of linear algebraic equations. In this paper the authors establish a new method called stochastic regular splitting which combines the regular splitting and stochastic matrices. The authors analyse the condition of the existence of such splitting and investigate its application.

Recommendations

• scientific article; zbMATH DE number 1912160
• Matrix splitting principles
• Further results on regular splittings and their applications to some iterative methods
• Extensions of theory of regular and weak regular splittings to singular matrices
• Further results on regular splittings and multisplittings

Cited in

(4)

• Analytic regularity and stochastic collocation of high-dimensional Newton iterates
• Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices
• Further results on regular splittings and their applications to some iterative methods
• scientific article; zbMATH DE number 1912160 (Why is no real title available?)

This page was built for publication: Stochastic regular splitting and its application to the iterative methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2755017)