Article ID: | iaor19941304 |
Country: | United Kingdom |
Volume: | 21 |
Issue: | 1 |
Start Page Number: | 27 |
End Page Number: | 37 |
Publication Date: | Jan 1994 |
Journal: | Computers and Operations Research |
Authors: | Barker V.A., Nielsen Bo Friis |
Keywords: | markov processes, numerical analysis |
Unlike certain service protection methods for mixed traffic streams, such as the class-limitation method, the trunk reservation scheme cannot be based on a product form property of a stationary probability distribution vector. Rather, the analysis of the trunk reservation scheme requires solving, by purely numerical methods, a set of balance equations, Ax=0, often of very high order. Since the coefficient matrix is typically sparse, it is natural to apply iterative methods to this task. Many such methods have been incorporated in program package NSPCG, developed at the Center for Numerical Analysis at the University of Texas at Austin. In this paper the authors report their experience in applying the NSPCG package to a typical system arising from the trunk reservation scheme.