Comparison of Convergence of General Stationary Iterative Methods for Singular Matrices

DOI10.1137/S0895479800375989zbMath1018.65041WikidataQ115156464 ScholiaQ115156464MaRDI QIDQ4785759

Daniel B. Szyld, Ivo Marek

Publication date: 5 January 2003

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

zbMATH Keywords

Markov chainsMarkov processesiterative methodscomparison theoremssingular systemsstochastic matricespartial orderconesconvergence factor

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Positive matrices and their generalizations; cones of matrices (15B48) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Related Items (5)

Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces ⋮ Block Gauss elimination followed by a classical iterative method for the solution of linear systems. ⋮ Algebraic Schwarz methods for the numerical solution of Markov chains ⋮ Quotient convergence and multi-splitting methods for solving singular linear equations ⋮ Convergence and quotient convergence of iterative methods for solving singular linear equations with index one

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