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We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm.
Kojecký, Tomáš, and Mayer, Petr. "A modification of a class of IAD methods." Programs and Algorithms of Numerical Mathematics. Prague: Institute of Mathematics AS CR, 2004. 116-130. <http://eudml.org/doc/271411>.
@inProceedings{Kojecký2004, abstract = {We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm.}, author = {Kojecký, Tomáš, Mayer, Petr}, booktitle = {Programs and Algorithms of Numerical Mathematics}, location = {Prague}, pages = {116-130}, publisher = {Institute of Mathematics AS CR}, title = {A modification of a class of IAD methods}, url = {http://eudml.org/doc/271411}, year = {2004}, }
TY - CLSWK AU - Kojecký, Tomáš AU - Mayer, Petr TI - A modification of a class of IAD methods T2 - Programs and Algorithms of Numerical Mathematics PY - 2004 CY - Prague PB - Institute of Mathematics AS CR SP - 116 EP - 130 AB - We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm. UR - http://eudml.org/doc/271411 ER -