A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain

Dianne P. O'Leary, Yuan-Jye Jason Wu. A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain. SIAM J. Matrix Analysis Applications, 17(3):470-488, 1996. [doi]

Authors

Dianne P. O'Leary

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Yuan-Jye Jason Wu

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