Componentwise accurate fluid queue computations using doubling algorithms

DOI10.1007/S00211-014-0675-4zbMath1326.65055arXiv1406.7301OpenAlexW3124822709MaRDI QIDQ2353379

Giang T. Nguyen, Federico Poloni

Publication date: 9 July 2015

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.7301

zbMATH Keywords

stochastic processes\(M\)-matrixRiccati equationfluid queuestationary densityminimal nonnegative solutiondoubling algorithmGTH algorithmstructured doubling algorithmcomponentwise error analysiscancellationfree algorithm

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Matrix equations and identities (15A24) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (9)

Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation ⋮ Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations ⋮ Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations ⋮ Slowing time: Markov-modulated Brownian motions with a sticky boundary ⋮ Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations ⋮ Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process ⋮ Palindromic linearization and numerical solution of nonsymmetric algebraic \(T\)-Riccati equations ⋮ Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process

Uses Software

• mctoolbox
• MATLAB expm
• mftoolbox

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