Gaussian Elimination, Perturbation Theory and Markov Chains

TitleGaussian Elimination, Perturbation Theory and Markov Chains
Publication TypeReports
Year of Publication1998
AuthorsStewart G.W
Date Published1998/10/15/
InstitutionInstititue for Advanced Computer Studies, Univ of Maryland, College Park
KeywordsTechnical Report
Abstract

The purpose of this paper is to describe the special problems thatemerge when Gaussian elimination is used to determinin the
steady-state vector of a Markov chain.
(Also cross-referenced as UMIACS-TR-92-23)
URLhttp://drum.lib.umd.edu/handle/1903/564