Updating LU Factorizations for Computing Stationary Distributions
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Updating $LU$ Factorizations for Computing Stationary Distributions
Factorization of matrices (15A23) Stochastic matrices (15B51) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Direct numerical methods for linear systems and matrix inversion (65F05) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Recommendations
- A Stable Algorithm for Updating Triangular Factors Under a Rank One Change
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- Stable modification of explicitLU factors for simplex updates
Cites work
- A Combined Direct-Iterative Method for Certain M-Matrix Linear Systems
- A Diagonal Modification for the Downdating Algorithm
- Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
- Convergent Regular Splittings for Singular M-Matrices
- scientific article; zbMATH DE number 3760340 (Why is no real title available?)
- scientific article; zbMATH DE number 3477343 (Why is no real title available?)
- scientific article; zbMATH DE number 3516529 (Why is no real title available?)
- scientific article; zbMATH DE number 3101138 (Why is no real title available?)
- LU decomposition of M-matrices by elimination without pivoting
- Matrix Methods for Queuing Problems
- Methods for Modifying Matrix Factorizations
- On the Modification of LDL T Factorizations
- Partitioning, tearing and modification of sparse linear systems
- Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models
- The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
- The rank of a difference of matrices and associated generalized inverses
- Triangular factors of modified matrices
- Updating finite markov chains by using techniques of group matrix inversion
Cited in
(11)- Stationary distributions of perturbed Markov chains
- Characterizations of generalized inverses associated with Markovian kernels
- A direct projection method for Markov chains
- Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
- Dedication to Robert J. Plemmons
- Graphs with absorption: numerical methods for the absorption inverse and the computation of centrality measures
- The computation of key properties of Markov chains via perturbations
- Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models
- On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains
- Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
- Dynamic normal forms and dynamic characteristic polynomial
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