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On M–multisplittings of singular M–matrices with application to Markov chains

✍ Scribed by Rafael Bru; Rafael Cantó; Joan-Josep Climent

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
84 KB
Volume
5
Category
Article
ISSN
1070-5325

No coin nor oath required. For personal study only.

✦ Synopsis

Given a singular M-matrix of a linear system, convergent conditions under which iterative schemes based on M-multisplittings are studied. Two of those conditions, the index of the iteration matrix and its spectral radius are investigated and related to those of the M-matrix. Furthermore, a parallel multisplitting iteration scheme for solving singular linear systems is suggested which can be applied to practical problems such as Poisson and elasticity problems under certain boundary conditions, the Neumann problem, and in Markov chains. A discussion of that multisplitting scheme, based on Gauss-Seidel type splittings is given for computing the stationary distribution vector of Markov chains. In this case a computational viable algorithm can be constructed, since only the nonsingularity of one weighting matrix of the multisplitting is needed.

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