A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems

DOI10.1137/S0895479800371955zbMath1004.65055MaRDI QIDQ2784374

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Publication date: 23 April 2002

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmconvergenceMarkov chainsnumerical examplesconditioningcyclic reductionstochastic matrixquadratic matrix equationsquasi-birth-death processes

Mathematics Subject Classification ID

Related Items (22)

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