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On a Direct Method for the Solution of Nearly Uncoupled Markov Chains
This note is concerned with the accuracy of the solution of nearly uncoupled Markov chains by a direct method based on the LU decomposition. It is shown that plain Gaussian elimination may fail in the presence of rounding ...
Eigenvalues of Graded Matrices and the Condition Numbers of a Multiple Eigenvalue
This paper concerns two closely related topics: the behavior of the eigenvalues of graded matrices and the perturbation of a nondefective multiple eigenvalue. We will show that the eigenvalues of a graded matrix tend to ...