| Article ID: | iaor20113605 |
| Volume: | 217 |
| Issue: | 16 |
| Start Page Number: | 6990 |
| End Page Number: | 7000 |
| Publication Date: | Apr 2011 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Yang Shu-Ling, Cai Jian-Feng, Sun Hai-Wei |
| Keywords: | markov processes |
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.