Jump to ContentJump to Main Navigation
Numerical Methods for Structured Markov Chains$
Users without a subscription are not able to see the full content.

Dario A. Bini, Guy Latouche, and Beatrice Meini

Print publication date: 2005

Print ISBN-13: 9780198527688

Published to Oxford Scholarship Online: September 2007

DOI: 10.1093/acprof:oso/9780198527688.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (www.oxfordscholarship.com). (c) Copyright Oxford University Press, 2018. All Rights Reserved. Under the terms of the licence agreement, an individual user may print out a PDF of a single chapter of a monograph in OSO for personal use (for details see www.oxfordscholarship.com/page/privacy-policy).date: 15 December 2018



Numerical Methods for Structured Markov Chains

D. A. Bini

G. Latouche

B. Meini

Oxford University Press

Alternative numerical approaches for solving matrix equations associated with M/G/1-type Markov chains are considered in this chapter. A general shift technique for accelerating the convergence of iterative methods is described, and its application to accelerating cyclic reduction is analysed. A functional iteration relying on the combination of cyclic reduction and fixed point iteration is introduced: its convergence is linear but its convergence rate can be arbitrarily large. A doubling method, evaluation interpolation techniques, and the invariant subspace method complete the chapter.

Keywords:   shift technique, iterative methods, convergence acceleration, cyclic reduction, fixed point iteration, doubling method, evaluation interpolation, invariant subspace method

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .