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On stochasticity preserving methods for the computation of the matrix pth root

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  • Politi, Tiziano
  • Popolizio, Marina

Abstract

In this paper we consider the numerical computation of the matrix pth root of stochastic matrices. In particular a collection of theoretical results concerning the pth root of stochastic matrices is reported and some numerical methods are described. The aim of the paper is to highlight the properties of such methods when they are applied to numerically compute the pth root of a stochastic matrix when it is expected to be stochastic too.

Suggested Citation

  • Politi, Tiziano & Popolizio, Marina, 2015. "On stochasticity preserving methods for the computation of the matrix pth root," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 110(C), pages 53-68.
    • Handle: RePEc:eee:matcom:v:110:y:2015:i:c:p:53-68
    DOI: 10.1016/j.matcom.2014.01.002
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    References listed on IDEAS

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    1. Garrappa, Roberto & Popolizio, Marina, 2011. "On the use of matrix functions for fractional partial differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(5), pages 1045-1056.
    2. Del Buono, N. & Lopez, L. & Politi, T., 2008. "Computation of functions of Hamiltonian and skew-symmetric matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 1284-1297.
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    Cited by:

    1. Maslov, Alexander A. & Logofet, Dmitrii O., 2020. "Bilberry vs. cowberry in a Scots pine boreal forest: III. Another forest, another method, and similar conclusions," Ecological Modelling, Elsevier, vol. 431(C).
    2. Logofet, Dmitrii O. & Maslov, Alexander A., 2019. "Bilberry vs. cowberry in a Scots pine boreal forest: Exclusion or coexistence in a post-fire succession?," Ecological Modelling, Elsevier, vol. 401(C), pages 134-143.
    3. Logofet, Dmitrii O., 2019. "Does averaging overestimate or underestimate population growth? It depends," Ecological Modelling, Elsevier, vol. 411(C).
    4. Marina Popolizio, 2019. "On the Matrix Mittag–Leffler Function: Theoretical Properties and Numerical Computation," Mathematics, MDPI, vol. 7(12), pages 1-12, November.

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