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Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks - MaRDI portal

Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks (Q2400781)

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Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks
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    Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks (English)
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    30 August 2017
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    cyclic reduction
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    matrix equations
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    double QBD processes
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    Markov chains
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    H matrices
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    quasiseparable matrices
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    algorithm
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    tridiagonal block Toeplitz systems
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    numerical experiments
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