Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4603986 | Linear Algebra and its Applications | 2006 | 15 Pages |
Abstract
The purpose of the paper is to present some convergence properties of the iterative aggregation–disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of convergence are established. Some global convergence considerations are presented. Several illustrative examples are included.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory