OnM-multisplittings of singularM-matrices with application to Markov chains

DOI<299::AID-NLA103>3.0.CO;2-V 10.1002/(SICI)1099-1506(199807/08)5:4<299::AID-NLA103>3.0.CO;2-VzbMath0937.65038OpenAlexW2050154031MaRDI QIDQ4940824

Rafael Cantó, Joan-Josep Climent, Rafael Bru

Publication date: 27 February 2000

Full work available at URL: https://doi.org/10.1002/(sici)1099-1506(199807/08)5:4<299::aid-nla103>3.0.co;2-v

zbMATH Keywords

Markov chainsiterative methodssingular linear systemsindex of a matrixmultisplittings\textit{M}-splittings\textit{Q}-matrices

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (10)

Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems ⋮ Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices ⋮ Triangular and skew-symmetric splitting method for numerical solutions of Markov chains ⋮ On the convergence of subproper (multi)-splitting methods for solving rectangular linear systems ⋮ On parallel multisplitting methods for symmetric positive semidefinite linear systems ⋮ Unnamed Item ⋮ On parallel multisplitting iterative methods for singular linear systems ⋮ On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems ⋮ Comparison results for parallel multisplitting methods with applications to AOR methods ⋮ On the convergence of iterative methods for solving singular linear systems

Cites Work

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