Targetted stochastic matrix inversion (Q1115094)
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scientific article; zbMATH DE number 4086869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Targetted stochastic matrix inversion |
scientific article; zbMATH DE number 4086869 |
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Targetted stochastic matrix inversion (English)
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1989
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This paper introduces a new method for inverting stochastic matrices. The Pan-Reif algorithm is used to allow any non-singular matrix to be stochastically inverted. The original von Neumann-Ulam method is largely improved to overcome some of its efficiency problems. The method is tested on some physical problems.
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matrix inversion
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stochastic matrices
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Pan-Reif algorithm
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von Neumann- Ulam method
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0.8049417734146118
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0.7504519820213318
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0.7304603457450867
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