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

Yaru Fu, Xiaoyu Jiang, Zhaolin Jiang and Seongtae Jhang

Applied Mathematics and Computation, 2021, vol. 396, issue C

Abstract: 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.

Keywords: CUPL-Toeplitz linear system; Markov chain; Sherman-Morrison-Woodbury formula; Toeplitz matrix; Low rank matrix (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308122

DOI: 10.1016/j.amc.2020.125859

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