fj_lst_max_het.h File Reference

Laplace-Stieltjes transform of the maximum of heterogeneous exponentials. More...

#include <cstddef>
#include <vector>
#include "line/api/fj/fj_types.h"
#include "line/num/number.h"
#include "line/util/error.h"

Include dependency graph for fj_lst_max_het.h:

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Namespaces
namespace	line
namespace	line::fj

Functions
template<class T>
T	line::fj::fj_lst_max_het (const std::vector< T > &lambda, const T &s)
	Laplace-Stieltjes transform of the maximum of heterogeneous exponentials.

Detailed Description

Laplace-Stieltjes transform of the maximum of heterogeneous exponentials.

Templated port of matlab/src/api/fj/fj_lst_max_het.m.

( s + sum_{j=1..m} lambda_j ) L*_m(lambda, s) = sum_{j=1..m} lambda_j L*_{m-1}(lambda \ j, s)

anchored at L*_0 = 1, because the maximum of an empty collection is zero. The recurrence is swept bottom-up over the 2^K sub-collections, each keyed by a bit mask, so every value is computed once.

Definition in file fj_lst_max_het.h.