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07/26/2023
Stochastic pth root approximation of a stochastic matrix: A Riemannian optimization approach
We propose two approaches, based on Riemannian optimization, for computi...
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02/21/2023
Invariant subspaces of T-palindromic pencils and algebraic T-Riccati equations
By exploiting the connection between solving algebraic ⊤-Riccati equatio...
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12/19/2022
A defect-correction algorithm for quadratic matrix equations, with applications to quasi-Toeplitz matrices
A defect correction formula for quadratic matrix equations of the kind A...
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05/26/2022
An Acceleration of Fixed Point Iterations for M/G/1-type Markov Chains by Means of Relaxation Techniques
We present some accelerated variants of fixed point iterations for compu...
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10/07/2021
Palindromic linearization and numerical solution of nonsymmetric algebraic T-Riccati equations
We identify a relationship between the solutions of a nonsymmetric algeb...
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07/24/2021
Numerical solution of a matrix integral equation arising in Markov Modulated Lévy processes
Markov-modulated Lévy processes lead to matrix integral equations of the...
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08/25/2020
A family of fast fixed point iterations for M/G/1-type Markov chains
We consider the problem of computing the minimal nonnegative solution G ...
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09/25/2019
A computational framework for two-dimensional random walks with restarts
The treatment of two-dimensional random walks in the quarter plane leads...
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07/23/2019