Exact algorithms for singular tridiagonal systems with applications to Markov chains

DOI10.1016/j.amc.2003.10.029zbMath1074.65032OpenAlexW2070194995MaRDI QIDQ702603

Lin-Zhang Lu, Wai-Ki Ching, Michael Kwok-Po Ng

Publication date: 17 January 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.10.029

zbMATH Keywords

Markov chainsrandom walksmatrix partitioningdivide-and-conquer algorithmsingular linear systemirreducible tridiagonal matrixoverflow queuing networksteady state probability distributionssuccessive matrix decomposition

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for sparse matrices (65F50) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Direct numerical methods for linear systems and matrix inversion (65F05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (1)

Boundary value methods for solving transient solutions of Markovian queueing networks

Cites Work

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