Old and new from SOR
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Publication:5934405
DOI10.1023/A:1016633712706zbMath0976.65031OpenAlexW8944799MaRDI QIDQ5934405
Publication date: 19 June 2001
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016633712706
SORhistorical surveyMarkov chainsuccessive overrelaxationsemiiterative methodsextended convergenceGauss-Seidel methodJacobi method
Computational methods in Markov chains (60J22) History of mathematics in the 20th century (01A60) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) History of numerical analysis (65-03)
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