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Numerical iterative methods for Markovian dependability and performability models: new results and a comparison
dc.contributor.author | Suñé, Víctor |
dc.contributor.author | Domingo Fuster, José Luis |
dc.contributor.author | Carrasco, Juan A. |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Enginyeria Electrònica |
dc.date.accessioned | 2013-12-20T08:33:50Z |
dc.date.available | 2013-12-20T08:33:50Z |
dc.date.created | 2000-02 |
dc.date.issued | 2000-02 |
dc.identifier.citation | Suñe, V.; Domingo, J.; Carrasco, J. Numerical iterative methods for Markovian dependability and performability models: new results and a comparison. "Performance evaluation", Febrer 2000, vol. 39, núm. 1-4, p. 99-125. |
dc.identifier.issn | 0166-5316 |
dc.identifier.uri | http://hdl.handle.net/2117/21068 |
dc.description.abstract | In this paper we deal with iterative numerical methods to solve linear systems arising in continuous-time Markov chain (CTMC) models. We develop an algorithm to dynamically tune the relaxation parameter of the successive over-relaxation method. We give a sufficient condition for the Gauss-Seidel method to converge when computing the steady-state probability vector of a finite irreducible CTMC, an a suffient condition for the Generalized Minimal Residual projection method not to converge to the trivial solution 0 when computing that vector. Finally, we compare several splitting-based iterative methods an a variant of the Generalized Minimal Residual projection method. |
dc.format.extent | 27 p. |
dc.language.iso | eng |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Probabilitat |
dc.subject.lcsh | Markov processes |
dc.title | Numerical iterative methods for Markovian dependability and performability models: new results and a comparison |
dc.type | Article |
dc.subject.lemac | Markov, Processos de |
dc.contributor.group | Universitat Politècnica de Catalunya. QINE - Disseny de Baix Consum, Test, Verificació i Circuits Integrats de Seguretat |
dc.rights.access | Open Access |
local.identifier.drac | 672927 |
dc.description.version | Postprint (published version) |
local.citation.author | Suñe, V.; Domingo, J.; Carrasco, J. |
local.citation.publicationName | Performance evaluation |
local.citation.volume | 39 |
local.citation.number | 1-4 |
local.citation.startingPage | 99 |
local.citation.endingPage | 125 |
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