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Article: Iterative methods for queuing systems with batch arrivals and negative customers
Title | Iterative methods for queuing systems with batch arrivals and negative customers |
---|---|
Authors | |
Keywords | Circulant matrix Negative customers Preconditioning Queuing systems Toeplitz matrix |
Issue Date | 2003 |
Publisher | Springer Verlag Dordrecht. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0006-3835 |
Citation | Bit Numerical Mathematics, 2003, v. 43 n. 2, p. 285-296 How to Cite? |
Abstract | In this paper, we are interested in solving the stationary probability distributions of Markovian queuing systems having batch arrivals and negative customers by using the Preconditioned Conjugate Gradient Squared (PCGS) method. The preconditioner is constructed by exploiting the near-Toeplitz structure of the generator matrix of the system. We proved that under some mild conditions the preconditioned linear systems have singular values clustered around one when the size of the queue tends to infinity. Numerical results indicated that the convergence rate of the proposed method is very fast. |
Persistent Identifier | http://hdl.handle.net/10722/75130 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 1.064 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
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dc.contributor.author | Ching, WK | en_HK |
dc.date.accessioned | 2010-09-06T07:08:12Z | - |
dc.date.available | 2010-09-06T07:08:12Z | - |
dc.date.issued | 2003 | en_HK |
dc.identifier.citation | Bit Numerical Mathematics, 2003, v. 43 n. 2, p. 285-296 | en_HK |
dc.identifier.issn | 0006-3835 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/75130 | - |
dc.description.abstract | In this paper, we are interested in solving the stationary probability distributions of Markovian queuing systems having batch arrivals and negative customers by using the Preconditioned Conjugate Gradient Squared (PCGS) method. The preconditioner is constructed by exploiting the near-Toeplitz structure of the generator matrix of the system. We proved that under some mild conditions the preconditioned linear systems have singular values clustered around one when the size of the queue tends to infinity. Numerical results indicated that the convergence rate of the proposed method is very fast. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Springer Verlag Dordrecht. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0006-3835 | en_HK |
dc.relation.ispartof | BIT Numerical Mathematics | en_HK |
dc.subject | Circulant matrix | en_HK |
dc.subject | Negative customers | en_HK |
dc.subject | Preconditioning | en_HK |
dc.subject | Queuing systems | en_HK |
dc.subject | Toeplitz matrix | en_HK |
dc.title | Iterative methods for queuing systems with batch arrivals and negative customers | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0006-3835&volume=43&spage=285&epage=296&date=2003&atitle=Iterative+Methods+for+Queuing+Systems+with+Batch+Arrivals+and+Negative+Customers | en_HK |
dc.identifier.email | Ching, WK:wching@hku.hk | en_HK |
dc.identifier.authority | Ching, WK=rp00679 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1023/A:1026031011953 | en_HK |
dc.identifier.scopus | eid_2-s2.0-4043071990 | en_HK |
dc.identifier.hkuros | 88728 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-4043071990&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 43 | en_HK |
dc.identifier.issue | 2 | en_HK |
dc.identifier.spage | 285 | en_HK |
dc.identifier.epage | 296 | en_HK |
dc.identifier.isi | WOS:000187391100004 | - |
dc.publisher.place | Netherlands | en_HK |
dc.identifier.scopusauthorid | Ching, WK=13310265500 | en_HK |
dc.identifier.issnl | 0006-3835 | - |