On a direct method for the solution of nearly uncoupled Markov chains
نویسندگان
چکیده
منابع مشابه
On a Direct Method for the Solution ofNearly Uncoupled Markov
abstract This note is concerned with the accuracy of the solution of nearly uncoupled Markov chains by a direct method based on the LU decomposition. It is shown that plain Gaussian elimination may fail in the presence of rounding errors. A modiication of Gaussian elimination with diagonal pivoting as well as corrections of small pivots by sums of oo-diagonal elements in the pivoting columns is...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 1991
ISSN: 0029-599X,0945-3245
DOI: 10.1007/bf01385767