On a class of infinite M-matrices with an extended quasi-Toeplitz structure
摘要
Theoretical and computational properties of semi-infinite quasi-Toeplitz M-matrices are investigated recently in [ Linear Algebra Appl., 653, 66–85, 2022]. In this paper, we propose a more general framework which allows to deal with semi-infinite quasi-Toeplitz M-matrix plus a rank-1 perturbation. Matrices of this kind arise in certain Markov processes involving restarts. We investigate properties of such M-matrices, and propose appropriate algorithms that take advantage of the matrix structure for the computational issues relating to the square root. In particular, a nonlinear equation