Matrix geometric method: Difference between revisions

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which can be solve to find ''π''<sub>0</sub> and ''π''<sub>1</sub> and therefore iteratively all the ''π''<sub>''i''</sub>.
 
==Computation of ''R''==
 
The matrix ''R'' can be computed using cyclic reduction<ref>{{cite doi|10.1137/S0895479895284804}}</ref> or logarithmic reduction.<ref>{{cite jstor|3214773}}</ref><ref>{{cite doi|10.1016/j.peva.2010.04.003}}</ref>
 
==Matrix analytic method==