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A numerical study of large sparse matrix exponentials arising in Markov chains

โœ Scribed by Roger B. Sidje; William J. Stewart

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
420 KB
Volume
29
Category
Article
ISSN
0167-9473

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๐Ÿ“œ SIMILAR VOLUMES

On the numerical solution of a nonlinear
On the numerical solution of a nonlinear matrix equation in Markov chains
โœ Chun-Hua Guo ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 786 KB

We consider iterative methods for t;le minimal nonnegativc :~oiu)i()n of the matrix equation G = ~, (), ,G', where the matrices ,4, are nonnegative and \'~ ,)..I, is stocha:4ic. Convergence theory lbr an 'inversion frec algorithm is established. The convergence rale of this algorithm is sho,s'.i ~o