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Solving nonlinear matrix equations arising in Tree-Like stochastic processes
- Source :
- Linear Algebra and its Applications. 366:39-64
- Publication Year :
- 2003
- Publisher :
- Elsevier BV, 2003.
-
Abstract
- In this paper, based on matrix structure analysis, we derive and analyze efficient algorithms to solve nonlinear matrix equations of the form X +∑ 1⩽ i ⩽ d A i X −1 D i = C . This class of equations is encountered in the solution of Tree-Like stochastic processes which are a generalization of Quasi-Birth-and-Death (QBD) processes.
- Subjects :
- Numerical Analysis
Algebra and Number Theory
Matrix equation
Independent equation
Mathematical analysis
Tree-like stochastic process
Stochastic partial differential equation
Matrix (mathematics)
symbols.namesake
Gaussian elimination
Fixed point iteration
Matrix splitting
Matrix function
Newton iteration
symbols
Discrete Mathematics and Combinatorics
Cyclic reduction
Nonnegative matrix
Geometry and Topology
Coefficient matrix
Mathematics
Subjects
Details
- ISSN :
- 00243795
- Volume :
- 366
- Database :
- OpenAIRE
- Journal :
- Linear Algebra and its Applications
- Accession number :
- edsair.doi.dedup.....265b6794dcef6c6a7a6c894d8b7e1cf7
- Full Text :
- https://doi.org/10.1016/s0024-3795(02)00593-1