The Australian Journal of Mathematical Analysis and Applications


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ISSN 1449-5910  

 

Paper Information

Paper 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
E-mail:
hbolledla@gmail.com

Department of Mathematics,
Kakatiya Institute of Technology and Science
E-mail: dr.mh@kitsw.ac.in

Department of Mathematics,
Kakatiya University
E-mail: ladalla@gmail.com

Department of Mathematics,
Kakatiya University
E-mail: 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=QT+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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