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On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices - MaRDI portal

On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices (Q794135)

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scientific article; zbMATH DE number 3858293
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English
On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices
scientific article; zbMATH DE number 3858293

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    On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices (English)
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    1984
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    The authors analyse an iterative technique to improve an approximation to the dominant left eigenvalue of a nearly completely decomposable stochastic matrix. The technique mixes the power method and the Rayleigh- Ritz refinement.
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    iterative method
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    dominant left eigenvalue
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    nearly completely decomposable stochastic matrix
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    power method
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    Rayleigh-Ritz refinement
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