ACADSTAFF UGM
| Title | : | Transient Analysis of CTMCs: Uniformization or Matrix Exponential? |
| Author | : |
Prof. Dr.-Ing. Mhd. Reza M. I. Pulungan, S.Si., M.Sc. (1) Holger Hermanns (2) |
| Date | : | 0 2018 |
| Keyword | : | Transient analysis,continuous-time Markov chains,uniformization,matrix exponential,Pade approximation,scaling and squaring Transient analysis,continuous-time Markov chains,uniformization,matrix exponential,Pade approximation,scaling and squaring |
| Abstract | : | Many numerical solution methods exist for the transient analysis of continuous-time Markov chains, such as differential equations, matrix exponential and uniformization methods. Uniformization is preferable for reasons of its numerical stability, pre-determined error bounds and acceptable time complexity. However, latest results reveal that computation of matrix exponentials can be carried out much more efficiently than before. In this paper, we compare uniformization and matrix exponential—through Pade ? approximation—coupled with the scaling and squaring method tailored to the IEEE floating-point specification. We show that, in certain circumstances, the use of Pade ? approximation is advisable, even though in most cases uniformization performs better. |
| Group of Knowledge | : | Ilmu Komputer |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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