Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1139053 | Mathematics and Computers in Simulation | 2015 | 16 Pages |
Abstract
In this paper we consider the numerical computation of the matrix pth root of stochastic matrices. In particular a collection of theoretical results concerning the pth root of stochastic matrices is reported and some numerical methods are described. The aim of the paper is to highlight the properties of such methods when they are applied to numerically compute the pth root of a stochastic matrix when it is expected to be stochastic too.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Tiziano Politi, Marina Popolizio,