Fast algorithms for finding the solution of CUPL-Toeplitz linear system from Markov chain
DOI10.1016/j.amc.2020.125859OpenAlexW3115616692MaRDI QIDQ2242087
Seongtae Jhang, Xiaoyu Jiang, Yaru Fu, Zhao-lin Jiang
Publication date: 9 November 2021
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2020.125859
Toeplitz matrixMarkov chainSherman-Morrison-Woodbury formulalow rank matrixCUPL-Toeplitz linear system
Computational methods in Markov chains (60J22) Direct numerical methods for linear systems and matrix inversion (65F05) Toeplitz, Cauchy, and related matrices (15B05)
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