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

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  • Fu, Yaru
  • Jiang, Xiaoyu
  • Jiang, Zhaolin
  • Jhang, Seongtae

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.

Suggested Citation

  • Fu, Yaru & Jiang, Xiaoyu & Jiang, Zhaolin & Jhang, Seongtae, 2021. "Fast algorithms for finding the solution of CUPL-Toeplitz linear system from Markov chain," Applied Mathematics and Computation, Elsevier, vol. 396(C).
    • Handle: RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308122
    DOI: 10.1016/j.amc.2020.125859
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    References listed on IDEAS

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    1. Jiang, Xiaoyu & Hong, Kicheon, 2017. "Skew cyclic displacements and inversions of two innovative patterned Matrices," Applied Mathematics and Computation, Elsevier, vol. 308(C), pages 174-184.
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    Cited by:

    1. Zhang, Xing & Jiang, Xiaoyu & Jiang, Zhaolin & Byun, Heejung, 2022. "An improvement of methods for solving the CUPL-Toeplitz linear system," Applied Mathematics and Computation, Elsevier, vol. 421(C).

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