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Fast algorithms for finding the solution of CUPL-Toeplitz linear system from Markov chain
Applied Mathematics and Computation ( IF 3.5 ) Pub Date : 2020-12-24 , DOI: 10.1016/j.amc.2020.125859
Yaru Fu , Xiaoyu Jiang , Zhaolin Jiang , Seongtae Jhang

In this paper, the nonsingular CUPL-Toeplitz linear system from Markov chain is solved. We introduce two fast approaches whose complexity could be considered to be O(nlogn) based on the splitting method of the CUPL-Toeplitz matrix which equals to a Toeplitz matrix minus a rank-one matrix. Finally, we confirm the performance of the new algorithms by three numerical experiments.



中文翻译:

从马尔可夫链中找到CUPL-Toeplitz线性系统解的快速算法

本文解决了马尔可夫链的非奇异CUPL-Toeplitz线性系统。我们介绍了两种快速方法,其复杂度可以认为是Oñ日志ñ基于CUPL-Toeplitz矩阵的分割方法,该方法等于Toeplitz矩阵减去秩一矩阵。最后,我们通过三个数值实验确认了新算法的性能。

更新日期:2020-12-24
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