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| Motivated by the celebrated extending applications of the conjugateresidual method to nonsymmetric linear systems by Sogabe, Sugiharaand Zhang [An extension of the conjugate residual method tononsymmetric linear systems [J]. J. Comput. Appl. Math., 266:103-113, 2009],this paper describes two conjugate directionmethods, Bi-CR and Bi-CG, and attempts to extend their applicationsto compute the stationary probability distribution for anirreducible Markov chain. Numerical experiments show the feasibilityof the Bi-CR and Bi-CG methods to some extent, with applications toseveral practical Markov chain problems. |
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| Keywords:Krylov subspace methods; Conjugate directionmethods; Markov chains; Stationaryprobability distribution. |
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