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Use of an orthogonal projector for accelerating a queuing problem solver

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Abstract

Overflow queuing models are often analyzed by explicitly solving a large sparse singular linear systems arising from Kolmogorov balance equations. The system is often converted into an eigenvalue problem the dominant eigenvector of which is the desired null vector. In this paper, we convert an overflow queuing problem into an eigen-value problem of size 1/2 of the original. Then we devise an orthogonal projector that enhances its convergence by removing unwanted eigen-components effectively. Numerical result with some suggestion is given at the end.

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Park, P.S. Use of an orthogonal projector for accelerating a queuing problem solver. Korean J. Com. & Appl. Math. 3, 193–204 (1996). https://doi.org/10.1007/BF03008901

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