Algebraic Schwarz methods for the numerical solution of Markov chains

DOI10.1016/j.laa.2003.12.046zbMath1050.65030OpenAlexW2109044896WikidataQ115156460 ScholiaQ115156460MaRDI QIDQ1434412

Daniel B. Szyld, Ivo Marek

Publication date: 4 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.laa.2003.12.046

zbMATH Keywords

convergenceMarkov chainsSchwarz methodsiterative methodssparse matricesstochastic matrixstationary probability vectorssingular M-matrices

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for sparse matrices (65F50) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

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