摘要
The matrir analytic analysis of queues with complex arrival, vacation and service characteristics requires the solution of nonlinear matrir equation. The complexity and large dimensionality of the model require an efficient and smart algorithm for the so-lution. In this paperl we propose an efficient Adaptive Newton-Kantorovich (ANK)method for speeding up the algorithm solving the nonlinear matrir equation which is an inevitable step in the analysis of the queue with embedded Markov chain such as BMAP/SMSP/1/ queue or its discrete version. BMAP/SMSP/1/ is a queu-ing model with a Semi Markov Service time Process (SMSP) and a Batch Markovian Arrival Process (BMAP). The numerical result is preselited for the discrete case of N-MMBP/D/1 queue which arises in analyzing traffic aspect of computer communica-tion network, where MMBP is Markov Modulated Bermoulli Process. The comparisons of Adaptive Newton-Kantorovich (ANK) with Modified NeWton-Kalltorovich (MNK)show that ANK saves 3o% of CPU time when the number of user N is 50.
The matrir analytic analysis of queues with complex arrival, vacation and service characteristics requires the solution of nonlinear matrir equation. The complexity and large dimensionality of the model require an efficient and smart algorithm for the so-lution. In this paperl we propose an efficient Adaptive Newton-Kantorovich (ANK)method for speeding up the algorithm solving the nonlinear matrir equation which is an inevitable step in the analysis of the queue with embedded Markov chain such as BMAP/SMSP/1/ queue or its discrete version. BMAP/SMSP/1/ is a queu-ing model with a Semi Markov Service time Process (SMSP) and a Batch Markovian Arrival Process (BMAP). The numerical result is preselited for the discrete case of N-MMBP/D/1 queue which arises in analyzing traffic aspect of computer communica-tion network, where MMBP is Markov Modulated Bermoulli Process. The comparisons of Adaptive Newton-Kantorovich (ANK) with Modified NeWton-Kalltorovich (MNK)show that ANK saves 3o% of CPU time when the number of user N is 50.
