A Perron Iteration for the Solution of a Quadratic Vector Equation Arising in Markovian Binary Trees

Authors:
Beatrice Meini;Federico Poloni
Affiliations:
meini@dm.unipi.it;f.poloni@sns.it
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2011

Citing 2
Cited 0

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Abstract

We propose a novel numerical method for solving a quadratic vector equation arising in Markovian binary trees. The numerical method consists of a fixed-point iteration, expressed by means of the Perron vectors of a sequence of nonnegative matrices. A theoretical convergence analysis is performed. The proposed method outperforms the existing methods for close-to-critical problems.