We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm.
@article{702784,
title = {A modification of a class of IAD methods},
booktitle = {Programs and Algorithms of Numerical Mathematics},
series = {GDML\_Books},
publisher = {Institute of Mathematics AS CR},
address = {Prague},
year = {2004},
pages = {116-130},
url = {http://dml.mathdoc.fr/item/702784}
}
Kojecký, Tomáš; Mayer, Petr. A modification of a class of IAD methods, dans Programs and Algorithms of Numerical Mathematics, GDML_Books, (2004), pp. 116-130. http://gdmltest.u-ga.fr/item/702784/