Monotone convergence of iterative methods for singular linear systems

DOI10.1023/A:1022053915597zbMath1028.65024OpenAlexW108020576MaRDI QIDQ1864780

Yong-Zhong Song

Publication date: 11 January 2004

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022053915597

zbMATH Keywords

monotonicityMarkov chainsiterative methodssingular linear systemssemi-convergenceblock Gauss-Seidel methodnonnegative splitting\(p\)-cyclic system

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)

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Iterative component‐wise bounds for the steady‐state distribution of a Markov chain

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