On the use of two QMR algorithms for solving singular systems and applications in Markov chain modeling

DOI10.1002/nla.1680010406zbMath0840.65021OpenAlexW1968647352MaRDI QIDQ4868089

Marlis Hochbruck, Roland W. Freund

Publication date: 30 June 1996

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1680010406

zbMATH Keywords

convergencenumerical experimentssingular systemsmatrix-vector productsnon-Hermitian linear systemsLanczos processMarkov chain modelingKrylov-subspace methodsquasi-minimal residual algorithmtranspose-free QMR algorithm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Matrix Analysis
• Methods of conjugate gradients for solving linear systems
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