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Targetted stochastic matrix inversion (Q1115094)

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scientific article; zbMATH DE number 4086869
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English
Targetted stochastic matrix inversion
scientific article; zbMATH DE number 4086869

    Statements

    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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