ctmc_isfeasible.h File Reference

Feasibility predicates for generators and stochastic matrices. More...

#include <cstddef>
#include "line/num/number.h"
#include "line/util/error.h"
#include "line/util/matrix.h"

Include dependency graph for ctmc_isfeasible.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::mc

Functions
template<class T>
bool	line::mc::ctmc_isfeasible (const Matrix< T > &Q, const T &tol)
	True when Q is square, has nonnegative off-diagonals, nonpositive diagonal and zero row sums.
template<class T>
bool	line::mc::ctmc_isfeasible (const Matrix< T > &Q)
	Default tolerance 1e-10, matching the MATLAB signature.
template<class T>
int	line::mc::dtmc_isfeasible (const Matrix< T > &P)
	Largest precision level 1..15 at which P is stochastic, or 0 when none holds.

Detailed Description

Feasibility predicates for generators and stochastic matrices.

Templated port of matlab/src/api/mc/ctmc_isfeasible.m and matlab/lib/kpctoolbox/mc/dtmc_isfeasible.m.

The two return different things and that difference is deliberate. The CTMC predicate is a BOOLEAN at a caller-supplied tolerance. The DTMC one returns a PRECISION LEVEL: the largest tol in 1..15 at which the row sums are within 10^-tol of one and the entries are above -10^-tol, and 0 when no level holds. A caller that reads the DTMC result as a boolean is right by accident, since any nonzero level is truthy, but a caller that compares it to 1 is wrong.

Definition in file ctmc_isfeasible.h.