Why certain discrete phase type representations have numerically stable spectral decomposition

DOI10.1007/s-10998-007-1107-3zbMath1127.60070OpenAlexW2100902078MaRDI QIDQ2466339

Tamás Éltető

Publication date: 14 January 2008

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s-10998-007-1107-3

zbMATH Keywords

condition numbermatrix perturbationphase type representation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Uses Software

• Eigtool

Cites Work

• Computing stable eigendecompositions of matrices
• On a theorem of Feingold
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
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