Transient solutions of Markov processes by Krylov subspaces

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HAL Id: inria-00074683

https://hal.inria.fr/inria-00074683

Submitted on 24 May 2006

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Transient solutions of Markov processes by Krylov subspaces

Bernard Philippe, Roger Sidje

To cite this version:

Bernard Philippe, Roger Sidje. Transient solutions of Markov processes by Krylov subspaces. [Re- search Report] RR-1989, INRIA. 1993. �inria-00074683�

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ISSN 0249-6399

INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

a p p o r t

d e r e c h e r c h e

1 9 9 3

PROGRAMME 6

Calcul scientifique, modélisation et logiciels numériques

Transient Solutions of Markov Processes by Krylov Subspaces

Bernard PHILIPPE and Roger B. SIDJE

N˚ 1989

Aoˆut 1993

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Unit´e de recherche INRIA Rennes

IRISA, Campus universitaire de Beaulieu, 35042 RENNES Cedex (France) Téléphone : (33) 99 84 71 00 – Télécopie : (33) 99 38 38 32

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