Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
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Abstract: The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure. To this end, we propose some algorithms which exploit the Toeplitz structure and the properties of generators. Such algorithms allow to compute the exponential of very large matrices, which would otherwise be untreatable with standard methods. We also prove interesting decay properties of the exponential of a generator having a block-triangular, block-Toeplitz structure.
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- scientific article; zbMATH DE number 691245 (Why is no real title available?)
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Cited in
(18)- Non-Toeplitz decay bounds for inverses of Hermitian positive definite tridiagonal matrices
- Decay bounds for functions of Hermitian matrices with banded or Kronecker structure
- Localization in matrix computations: theory and applications
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- On the exponential of semi-infinite quasi-Toeplitz matrices
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