Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues

DOI10.1016/j.laa.2015.03.035zbMath1386.65129arXiv1502.07533OpenAlexW2072907984MaRDI QIDQ281989

Guy Latouche, Beatrice Meini, Sarah Dendievel, Dario Andrea Bini

Publication date: 11 May 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.07533

zbMATH Keywords

Toeplitz matrixcirculant matrixfluid queuematrix exponentialErlang approximationMarkov generator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Toeplitz, Cauchy, and related matrices (15B05) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Uses Software

• MATLAB expm
• mftoolbox

Cites Work

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