Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (3): 391-396.doi: 10.3969/j.issn.1005-3085.2015.03.008

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Preconditioner GMRES Method for Solving Steady State Distribution of Vacation Queueing Networks

YANG Shu-ling   

  1. Faculty of Applied Mathematics, Guangdong University of Technology, Guangzhou 510090
  • Received:2013-10-24 Accepted:2014-04-03 Online:2015-06-15 Published:2015-08-15
  • Supported by:
    The National Natural Science Foundation of China (11101095).

Abstract:

The determination of the steady-state distribution of the vacation queuing network is very important in many applications. The steady-state distribution vector can be obtained by solving a singular linear system. However, it is difficult to solve this system directly due to its huge size and complicated structure. A GMRES iterative method with a block lower triangular matrix preconditioner is proposed in this paper to solve this system. The preconditioner GMRES method has the advantages of easy construction and rapid convergence. Numerical examples demonstrate the superiority of the proposed algorithm.

Key words: queueing network, vacation, QBD process, preconditioner GMRES method

CLC Number: