TY - JOUR
AU - Wen, Chun
AU - Huang, Ting-Zhu
AU - Sogabe, Tomohiro
PY - 2015/10/19
Y2 - 2024/07/15
TI - An Extension of Two Conjugate Direction Methods to Markov Chain Problems
JF - COMPUTING AND INFORMATICS
JA - Comput. Inform.
VL - 34
IS - 2
SE - Articles
DO -
UR - https://www.cai.sk/ojs/index.php/cai/article/view/3211
SP - 495-516
AB - Motivated by the recent applications of the conjugate residual method to nonsymmetric linear systems by Sogabe, Sugihara and Zhang [An extension of the conjugate residual method to nonsymmetric linear systems. J. Comput. Appl. Math., Vol. 266, 2009, pp. 103--113], this paper describes two conjugate direction methods, BiCR and BiCG, and attempts to extend their applications to compute the stationary probability distribution for an irreducible Markov chain with the aim of finding an alternative basic solver. Numerical experiments show the feasibility of the BiCR and BiCG to some extent, with applications to several practical Markov chain problems.
ER -