Computing Reviews

On iterative methods in Markov modelling
Schatte P. Journal of Information Processing and Cybernetics23(1):49-51,1987.Type:Article
Date Reviewed: 10/01/87

It is shown that the deletion of row i and column i in an irreducible stochastic matrix results in a matrix of spectral radius less than 1. It is proposed to use this fact for iteratively solving systems of linear equations of the form xA = 0, where A is special singular. It is conjectured that choosing i so as to maximize the row total is a good idea.

Reviewer:  C. Hoffmann Review #: CR111802

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