Multigrid algorithm from cyclic reduction for Markovian queueing networks

摘要

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.