Fast algorithms for finding the solution of CUPL-Toeplitz linear system from Markov chain

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, w...

Full description

Saved in:
Bibliographic Details
Published inApplied mathematics and computation Vol. 396; p. 125859
Main Authors Fu, Yaru, Jiang, Xiaoyu, Jiang, Zhaolin, Jhang, Seongtae
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.05.2021
Subjects
CUPL-Toeplitz linear system
Low rank matrix
Markov chain
Sherman-Morrison-Woodbury formula
Toeplitz matrix
CUPL-Toeplitz linear system
Markov chain
Sherman-Morrison-Woodbury formula
Low rank matrix
Toeplitz matrix
Online AccessGet full text

Cover

More Information
Summary: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.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2020.125859