Inexact uniformization and GMRES methods for large Markov chains

DOI10.1002/nla.794zbMath1265.65011OpenAlexW2135953811MaRDI QIDQ4897511

Roger B. Sidje

Publication date: 19 December 2012

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

Full work available at URL: https://doi.org/10.1002/nla.794

zbMATH Keywords

iterative methodMarkov chaininexact GMRESgeneralized minimal residual methodsinexact algorithmsinexact uniformizationrelaxed matrix-vector product

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Analysis of inexact Krylov subspace methods for approximating the matrix exponential ⋮ Finite state projection for approximating the stationary solution to the chemical master equation using reaction rate equations

Uses Software

• Expokit
• mftoolbox

Cites Work

• Evaluation of the performance of inexact GMRES
• Iterative methods for overflow queuing models. II
• Inexact Uniformization Method for Computing Transient Distributions of Markov Chains
• Numerical Methods in Markov Chain Modeling
• Expokit
• Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing
• Inexact Krylov Subspace Methods for Linear Systems
• Inexact Matrix-Vector Products in Krylov Methods for Solving Linear Systems: A Relaxation Strategy
• Functions of Matrices

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