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robust stationary distribution function #49

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franknoe merged 1 commit intodevelfrom
statdist_more_robust
Aug 28, 2015
Merged

robust stationary distribution function #49
franknoe merged 1 commit intodevelfrom
statdist_more_robust

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@franknoe
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...in sparse and dense that can fallback to more stable eigenvector-based algorithm if backward iteration does not converge. Now used in all low-level algorithms.

… fallback to more stable algorithm if backward algorithm does not converge. Now used in all low-level algorithms.
@franknoe franknoe changed the title robust stationary distribution algorithm robust stationary distribution function Aug 28, 2015
franknoe added a commit that referenced this pull request Aug 28, 2015
robust stationary distribution function
@franknoe franknoe merged commit 0e6e4b3 into devel Aug 28, 2015
@trendelkampschroer
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Thanks!

@marscher marscher deleted the statdist_more_robust branch August 31, 2015 13:09
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2 participants