Title of article
Solving nonlinear matrix equations arising in Tree-Like stochastic processes Original Research Article
Author/Authors
Dario A. Bini، نويسنده , , Guy Latouche، نويسنده , , Beatrice Meini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
26
From page
39
To page
64
Abstract
In this paper, based on matrix structure analysis, we derive and analyze efficient algorithms to solve nonlinear matrix equations of the form X+∑1less-than-or-equals, slantiless-than-or-equals, slantdAiX−1Di=C. This class of equations is encountered in the solution of Tree-Like stochastic processes which are a generalization of Quasi-Birth-and-Death (QBD) processes.
Keywords
Tree-like stochastic process , Fixed point iteration , Cyclicreduction , Newton iteration , Matrix equation
Journal title
Linear Algebra and its Applications
Serial Year
2003
Journal title
Linear Algebra and its Applications
Record number
823906
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