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

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

Cites Work

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