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Article: Exact algorithms for singular tridiagonal systems with applications to Markov chains

TitleExact algorithms for singular tridiagonal systems with applications to Markov chains
Authors
KeywordsDivide-and-conquer procedure
Irreducible tridiagonal matrix
M-matrices
Issue Date2004
PublisherElsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/amc
Citation
Applied Mathematics And Computation, 2004, v. 159 n. 1, p. 275-289 How to Cite?
AbstractIn this paper, we propose two exact algorithms to solve the steady state probability distributions of irreducible Markov chains whose generator matrices have tridiagonal structure. The first exact algorithm is based on divide-and-conquer procedure and the second one is a parallel algorithm. Examples on random walks and queuing networks are given to demonstrate the usefulness of the algorithms. © 2003 Elsevier Inc. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/75471
ISSN
2015 Impact Factor: 1.345
2015 SCImago Journal Rankings: 1.008
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorLu, LZen_HK
dc.contributor.authorChing, WKen_HK
dc.contributor.authorNg, MKen_HK
dc.date.accessioned2010-09-06T07:11:25Z-
dc.date.available2010-09-06T07:11:25Z-
dc.date.issued2004en_HK
dc.identifier.citationApplied Mathematics And Computation, 2004, v. 159 n. 1, p. 275-289en_HK
dc.identifier.issn0096-3003en_HK
dc.identifier.urihttp://hdl.handle.net/10722/75471-
dc.description.abstractIn this paper, we propose two exact algorithms to solve the steady state probability distributions of irreducible Markov chains whose generator matrices have tridiagonal structure. The first exact algorithm is based on divide-and-conquer procedure and the second one is a parallel algorithm. Examples on random walks and queuing networks are given to demonstrate the usefulness of the algorithms. © 2003 Elsevier Inc. All rights reserved.en_HK
dc.languageengen_HK
dc.publisherElsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/amcen_HK
dc.relation.ispartofApplied Mathematics and Computationen_HK
dc.rightsApplied Mathematics and Computation. Copyright © Elsevier Inc.en_HK
dc.subjectDivide-and-conquer procedureen_HK
dc.subjectIrreducible tridiagonal matrixen_HK
dc.subjectM-matricesen_HK
dc.titleExact algorithms for singular tridiagonal systems with applications to Markov chainsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0096-3003&volume=159 no1&spage=275&epage=289&date=2004&atitle=Exact+algorithms+for+singular+tridiagonal+systems+with+applications+to+Markov+chainsen_HK
dc.identifier.emailChing, WK:wching@hku.hken_HK
dc.identifier.authorityChing, WK=rp00679en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.amc.2003.10.029en_HK
dc.identifier.scopuseid_2-s2.0-4944255656en_HK
dc.identifier.hkuros97969en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-4944255656&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume159en_HK
dc.identifier.issue1en_HK
dc.identifier.spage275en_HK
dc.identifier.epage289en_HK
dc.identifier.isiWOS:000224738300021-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridLu, LZ=7403963492en_HK
dc.identifier.scopusauthoridChing, WK=13310265500en_HK
dc.identifier.scopusauthoridNg, MK=7202076432en_HK

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