Computing the exponential of an intensity matrix Academic Article uri icon

abstract

  • Melloy, B.J. and G.K. Bennett, Computing the exponential of an intensity matrix, Journal of Computational and Applied Mathematics 46 (1993) 405-413. A scaling and squaring procedure for computing the exponential of an intensity matrix is developed in this paper. Intensity matrices occur naturally in inventory, reliability and queueing systems. It will be seen that when these matrices are properly transformed, they are well-conditioned for the matrix exponential function, and particularly well-suited for the scaling and squaring approach. As a result, many of the reliability problems associated with the standard procedure have been circumvented. 1993.

published proceedings

  • Journal of Computational and Applied Mathematics

author list (cited authors)

  • Melloy, B. J., & Kemble Bennett, G.

citation count

  • 2

complete list of authors

  • Melloy, Brian J||Kemble Bennett, G

publication date

  • June 1993