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VALUETOOLS
2006
ACM

Fast solvers for queueing systems with negative customers

10 years 28 days ago
Fast solvers for queueing systems with negative customers
In this paper, we are interested in solving Markovian queueing systems having Poisson batch arrivals, exponential servers and negative customers. Preconditioned conjugate gradient method is applied to solving the steady-state probability distribution of queueing system. Preconditioner were constructed by exploiting near-Toeplitz structure of the generator matrix and the Gohberg-Semumcul formula. We proved the preconditioned system has its spectrum clustered around one. Numerical results are given to demonstrate the efficient of our method. Key Words. Queueing system, Negative Customer, Gohberg-Semencul formula, Preconditioned Conjugate Gradient method, Preconditioners.
You-Wei Wen, Wai-Ki Ching, Michael K. Ng
Added 14 Jun 2010
Updated 14 Jun 2010
Type Conference
Year 2006
Where VALUETOOLS
Authors You-Wei Wen, Wai-Ki Ching, Michael K. Ng
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