A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains

zbMath1065.65006MaRDI QIDQ1772040

Xianqiang Yang

Publication date: 15 April 2005

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124799

zbMATH Keywords

algorithmconvergenceMarkov chainsdisplacement structurepolynomial matrix equationsBernoulli-like methodgeneralized eigenvalues/eigenvectors

Mathematics Subject Classification ID

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