COMPUTING THE EXPONENTIAL OF AN INTENSITY MATRIX Academic Article

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.

authors

• Bennett, George

published proceedings

• JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

author list (cited authors)

• MELLOY, B. J., & BENNETT, G. K.

citation count

• 2

publication date

• June 1993

publisher

• Elsevier  Publisher

keywords

• Intensity Matrix
• Matrix Exponential
• Scaling And Squaring

Digital Object Identifier (DOI)

• 10.1016/0377-0427(93)90036-B

start page

• 405

end page

• 413

volume

• 46

issue

• 3

URL

• http://dx.doi.org/10.1016/0377-0427(93)90036-b