A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains.

He, C., et al. "A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 17 (2004): 151-167. <http://eudml.org/doc/124799>.

@article{He2004,
author = {He, C., Meini, B., Rhee, N.H., Sohraby, K.},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {polynomial matrix equations; Markov chains; generalized eigenvalues/eigenvectors; displacement structure; algorithm; Bernoulli-like method; convergence},
language = {eng},
pages = {151-167},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains.},
url = {http://eudml.org/doc/124799},
volume = {17},
year = {2004},
}

TY - JOUR
AU - He, C.
AU - Meini, B.
AU - Rhee, N.H.
AU - Sohraby, K.
TI - A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2004
PB - Kent State University, Department of Mathematics and Computer Science
VL - 17
SP - 151
EP - 167
LA - eng
KW - polynomial matrix equations; Markov chains; generalized eigenvalues/eigenvectors; displacement structure; algorithm; Bernoulli-like method; convergence
UR - http://eudml.org/doc/124799
ER -