Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process

DOI10.4208/jms.v55n2.22.05zbMath1499.65143OpenAlexW4224879998MaRDI QIDQ5864233

Ren-Cang Li, Wang Li, Guiding Gu

Publication date: 3 June 2022

Published in: Journal of Mathematical Study (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jms.v55n2.22.05

zbMATH Keywords

\(M\)-matrixminimal nonnegative solutionquasi-birth-and-death processquadratic matrix equationentrywise relative accuracy

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Uses Software

• na12

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations
• Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations
• Relaxed functional iteration techniques for the numerical solution of \(M/G/1\) type Markov chains
• On the numerical solution of a nonlinear matrix equation in Markov chains
• Entrywise perturbation theory for diagonally dominant M-matrices with applications
• Improved cyclic reduction for solving queueing problems
• Condition numbers and backward error of a matrix polynomial equation arising in stochastic models
• Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations
• Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process
• Componentwise accurate fluid queue computations using doubling algorithms
• Accurate solutions of \(M\)-matrix Sylvester equations
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• On algebraic Riccati equations associated with \(M\)-matrices
• Accurate computation of the smallest eigenvalue of a diagonally dominant $M$-matrix
• A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems
• Convergence Analysis of the Latouche--Ramaswami Algorithm for Null Recurrent Quasi-Birth-Death Processes
• Alternating-directional Doubling Algorithm for M-Matrix Algebraic Riccati Equations
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Nonlinear Matrix Equations in Applied Probability—Solution Techniques and Open Problems
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A logarithmic reduction algorithm for quasi-birth-death processes
• Newton's iteration for non-linear equations in Markov chains
• Structure-Preserving Doubling Algorithms for Nonlinear Matrix Equations
• ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES
• Efficient algorithms for transient analysis of stochastic fluid flow models

This page was built for publication: Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process