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|Title:||Algorithms for coxianization of phase-type generators||Authors:||He, Q.-M.
|Issue Date:||2011||Citation:||He, Q.-M., Zhang, H., Xue, J. (2011). Algorithms for coxianization of phase-type generators. INFORMS Journal on Computing 23 (1) : 153-164. ScholarBank@NUS Repository. https://doi.org/10.1287/ijoc.1100.0383||Abstract:||This paper develops algorithms for finding Coxian generators to phase-type (PH)-majorize a PH-generator T with only real eigenvalues. In the first part of this paper, we investigate matrices S and P satisfying TP = PS and Pe = e. Conditions on T are identified for S to be an ordered Coxian generator and for P to be nonnegative, which consequently implies that S PH-majorizes T . It is shown that every PH-generator with only real eigenvalues is PH-majorized by some Coxian generator. In the second part of this paper, the results on S and P and the conditions on T are used to develop efficient algorithms for Coxianization of PH-generators. Numerical examples are presented for a comparison between the developed algorithms. © 2011 INFORMS.||Source Title:||INFORMS Journal on Computing||URI:||http://scholarbank.nus.edu.sg/handle/10635/44012||ISSN:||10919856||DOI:||10.1287/ijoc.1100.0383|
|Appears in Collections:||Staff Publications|
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