A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain
نویسندگان
چکیده
منابع مشابه
A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain
Grassman, Taksar, and Heyman have proposed an algorithm for computing the stationary vector of a Markov chain. Analysis by O'Cinneide confirmed the results of numerical experiments, proving that the GTH algorithm computes an approximation to the stationary vector with low relative error in each component. In this work, we develop a block form of the GTH algorithm, more efficient on high-perform...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1996
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479894262534