Statistical complexity of the power method for Markov chains

DOI10.1016/0885-064X(89)90001-0zbMath0675.65027MaRDI QIDQ1122306

Paul E. Wright

Publication date: 1989

Published in: Journal of Complexity (Search for Journal in Brave)

zbMATH Keywords

convergenceMarkov chainsstochastic matricespower methodstatistical complexitydominant eigenvectorssquaring algorithmsymmetric and Hermitian matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (2)

Iterative rank-one matrix completion via singular value decomposition and nuclear norm regularization ⋮ Statistical complexity of dominant eigenvector calculation

Cites Work

• Bounds for eigenvalues of certain stochastic matrices
• Non-negative matrices and Markov chains.
• Computational Complexity: On the Geometry of Polynomials and a Theory of Cost: II
• On the average number of steps of the simplex method of linear programming
• On the efficiency of algorithms of analysis
• The fundamental theorem of algebra and complexity theory
• On the time taken by random walks on finite groups to visit every state
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