๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Stable Computation with the Fundamental Matrix of a Markov Chain

โœ Scribed by Barlow, Jesse L.

Book ID
118216260
Publisher
Society for Industrial and Applied Mathematics
Year
2000
Tongue
English
Weight
143 KB
Volume
22
Category
Article
ISSN
0895-4798

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A probabilistic algorithm for determinin
A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 markov chain
โœ E. Hunt ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 496 KB

A simple probabilistic algorithm is given for the determination of the fundamental matrix of a block M/G/1 Markov chain. The algorithm does not require the chain to be positive recurrent. A prima facie case for its value is made with a standard testbench example.

Computation of the fundamental singular
Computation of the fundamental singular subspace of a large matrix
โœ B. Philippe; M. Sadkane ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 921 KB

We compare the block Lanezos and the Davidson methods for computing a basis of a singular subspace associated with the smallest singular values of large matrices. We introduce a simple modification on the preconditioning step of Davidson's method which appears to be efficient on a range of large spa