A note on the extended convergence of SOR for two-periodic Markov chains

DOI10.1016/S0024-3795(98)10102-7zbMath0938.65007MaRDI QIDQ1301310

Wilhelm Niethammer

Publication date: 28 June 2000

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

convergencesuccessive overrelaxationstationary distributionpower iterationtwo-periodic Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Cites Work

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• Over- and underrelaxation for linear systems with weakly cyclic Jacobi matrices of index p
• \(p\)-cyclic matrices: A generalization of the Young-Frankel successive overrelaxation scheme
• Block iterative algorithms for stochastic matrices
• Block cyclic SOR for Markov chains with \(p\)-cyclic infinitesimal generator
• On the Optimization of the Classical Iterative Schemes for the Solution of Complex Singular Linear Systems
• On the use of periodicity properties for the efficient numerical solution of certain Markov chains
• Iterative Methods for Solving Partial Difference Equations of Elliptic Type

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