


Paper's Title:
Generalized Triangular and Symmetric Splitting Method for Steady State Probability Vector of Stochastic Matrices
Author(s):
B. Harika, D. Rajaiah, L. P. RajKumar, Malla Reddy Perati
Department of Mathematics,
Kakatiya University
Email: hbolledla@gmail.com
Department of Mathematics,
Kakatiya Institute of Technology and Science
Email: dr.mh@kitsw.ac.in
Department of Mathematics,
Kakatiya University
Email: ladalla@gmail.com
Department of Mathematics,
Kakatiya University
Email: mperati@yahoo.com
Abstract:
To find the steady state probability vector of homogenous linear system π Q=0 of stochastic rate matrix Q, generalized triangular and symmetric (GTS) splitting method is presented. Convergence analysis and choice of parameters are given when the regularized matrix A=Q^{T}+ε I of the regularized linear system Ax=b is positive definite. Analysis shows that the iterative solution of GTS method converges unconditionally to the unique solution of the regularized linear system. From the numerical results, it is clear that the solution of proposed method converges rapidly when compared to the existing methods.
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