Matrix analytic methods for QBD
Brief description of the
algorithms
Input: A generator matrix for a QBD process.
Output: The limiting probabilities in the QBD process.
Source code (matlab)
MAM4QBD.zip
The above file contains the following set of files:
README.txt
RUGmatices.m
pivectors.m
Gmatrix.m
Related documents
This is an implementation of the algorithms described in
- G. Latouche and V. Ramaswami, Introduction to Matrix Analytic
Methods in Stochastic Modeling, ASA-SIAM, 1999.
Takayuki Osogami
Department of Computer Science
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213