An Efficient Computational Method for Solving Nonlinear Matrix Equation and Its Application in Queuing Analysis

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/…