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Multigrid algorithm from cyclic reduction for Markovian queueing networks |
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| Authors: | Shu-Ling YangJian-Feng Cai Hai-Wei Sun |
| Institution: | a School of Applied Mathematics, Guangdong University of Technology, Guangzhou, China b Temasek Laboratories, National University of Singapore, 2 Science Drive 2, Singapore 117543, Singapore c Department of Mathematics, University of Macau, Macao, China |
| Abstract: | A multigrid method based on cyclic reduction strategy is proposed to solve huge, nonsymmetric singular linear systems arising from Markovian queueing networks. A simple way to construct the matrix-dependent prolongation and restriction operators is presented in this paper. Numerical results for multiple queues are given to illustrate the efficiency and robustness of our methods. |
| Keywords: | Multigrid method Cyclic reduction Markovian queueing network Nonsymmetric linear system Boundary value method Singular systems |
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