Timing data for algorithms for calculating steady state distributions of continuous time Markov chains
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Data showing the timings for a number of algorithms for the computation of the steady state of a continuous time Markov chain: Numeric integration; Matrix exponential; Eigenvector; Solve a linear algebraic system; Approximately solving a linear algebraic system. All calculations were done using implementations in Python for a blog post at https://vknight.org/blog/
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2018-12-19
