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INCOMPLETE SEMI-ITERATIVE METHODS FOR SOLVING SINGULAR LINEAR OPERATOR EQUATIONS IN BANACH SPACE WITH APPLICATIONS IN MARKOV CHAIN MODELING
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作者 Wei Yimin(魏益民) +1 位作者 Wu hebing(吴和) 《Numerical Mathematics A Journal of Chinese Universities(English Series)》 SCIE 2001年第2期129-144,共16页
We discuss the incomplete semi-iterative method (ISIM) for an approximate solution of a linear fixed point equations x=Tx+c with a bounded linear operator T acting on a complex Banach space X such that its resolvent h... We discuss the incomplete semi-iterative method (ISIM) for an approximate solution of a linear fixed point equations x=Tx+c with a bounded linear operator T acting on a complex Banach space X such that its resolvent has a pole of order k at the point 1. Sufficient conditions for the convergence of ISIM to a solution of x=Tx+c, where c belongs to the range space of R(I-T) k, are established. We show that the ISIM has an attractive feature that it is usually convergent even when the spectral radius of the operator T is greater than 1 and Ind 1T≥1. Applications in finite Markov chain is considered and illustrative examples are reported, showing the convergence rate of the ISIM is very high. 展开更多
关键词 SINGULAR linear operator equation index DRAZIN inverse semi-iterative method incomplete semi-iterative method Markov chain.
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