Bini, D. A.Massei, S.Meini, B.Robol, L.2018-12-132018-12-132018-12-132018-12-0110.1002/nla.2128https://infoscience.epfl.ch/handle/20.500.14299/152324WOS:000449497500013Matrix equations of the kind A(1)X(2)+A(0)X+A(-1)=X, where both the matrix coefficients and the unknown are semi-infinite matrices belonging to a Banach algebra, are considered. These equations, where coefficients are quasi-Toeplitz matrices, are encountered in certain quasi-birth-death processes as the tandem Jackson queue or in any other processes that can be modeled as a reflecting random walk in the quarter plane. We provide a numerical framework for approximating the minimal nonnegative solution of these equations that relies on semi-infinite quasi-Toeplitz matrix arithmetic. In particular, we show that the algorithm of cyclic reduction can be effectively applied and can approximate the infinite-dimensional solutions with quadratic convergence at a cost that is comparable to that of the finite case. This way, we may compute a finite approximation of the sought solution and of the invariant probability measure of the associated quasi-birth-death process, within a given accuracy. Numerical experiments, performed on a collection of benchmarks, confirm the theoretical analysis.Mathematics, AppliedMathematicscyclic reductionquadratic matrix equationsquasi-birth-and-death processestoeplitz matricespolynomialstext::journal::journal article::research article