Article ID Journal Published Year Pages File Type
1139053 Mathematics and Computers in Simulation 2015 16 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
Authors
, ,