NEWTON'S METHOD FOR ZERO POINTS OF A MATRIX FUNCTION AND ITS APPLICATIONS TO QUEUEING MODELS
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概要
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Let R(z) be a matrix function. We propose modified Newton's method to calculate zero points of det R(z). By the modified method, we can obtain accurate zero points by simple iterations. We also extend this problem to a multivariable case. Applications to the spectral analysis of M/G/1 type Markov chains are discussed. Important characteristics of these chains, e.g., the boundary vector and the matrix G, can be derived from zero points of a matrix function and corresponding null vectors. Numerical results are shown.
- 社団法人日本オペレーションズ・リサーチ学会の論文
著者
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Nishimura Shoichi
Department Of Applied Mathematics Faculty Of Science Science University Of Tokyo
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Harashima Atsushi
Mitsuba Co.
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Harashima A
Meikai Univ. School Of Dentistry Saitama Jpn
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