A Combined Direct-Iterative Method for Certain M-Matrix Linear Systems

DOI10.1137/0605006zbMath0532.65019OpenAlexW2028351362MaRDI QIDQ3314853

Robert J. Plemmons, Robert E. Funderlic

Publication date: 1984

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0605006

zbMATH Keywords

preconditioningqueueing networksGauss-Seidel methodcomputational experiencecomparisonsregular splittingM-matricescombined direct-iterative method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

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Uses Software

• symrcm

Cites Work

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• LU decomposition of M-matrices by elimination without pivoting
• LU decompositions of generalized diagonally dominant matrices
• Regular splittings and the discrete Neumann problem
• Convergent Regular Splittings for Singular M-Matrices
• Matrix Methods for Queuing Problems
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models
• Computation of the stationary distribution of a markov chain
• An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
• Convergent Powers of a Matrix with Applications to Iterative Methods for Singular Linear Systems
• A comparison of numerical techniques in Markov modeling
• Some Design Features of a Sparse Matrix Code