Error Bounds for the Computation of Null Vectors with Applications to Markov Chains

DOI10.1137/0614056zbMath0783.65015OpenAlexW2059927239MaRDI QIDQ3136549

Jesse L. Barlow

Publication date: 18 October 1993

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

Full work available at URL: https://doi.org/10.1137/0614056

zbMATH Keywords

computational experimentserror boundsgroup inversecondition numbers\(LU\) decompositionMarkov chain modeling problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)

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