map_rand.h File Reference

Random MAP, MMPP, MMAP, acyclic-PH and hyperexponential generators, plus the hyperexponential reader. More...

#include <cmath>
#include <cstddef>
#include <random>
#include <vector>
#include "line/api/mam/map_moment.h"
#include "line/api/mam/map_transform.h"
#include "line/api/mam/mmap_lambda.h"
#include "line/api/mc/dtmc_solve.h"
#include "line/num/number.h"
#include "line/util/error.h"
#include "line/util/linalg.h"
#include "line/util/matrix.h"

Include dependency graph for map_rand.h:

Go to the source code of this file.

Classes
struct	line::mam::HyperParams< T >
	Rates and branch probabilities of a hyperexponential given as a MAP. More...

Namespaces
namespace	line
namespace	line::mam

Functions
template<class T, class Gen>
Map< T >	line::mam::map_rand (std::size_t K, Gen &gen)
	Random MAP of order K with uniform [0,1) entries, normalized.
template<class T, class Gen>
Map< T >	line::mam::map_randn (std::size_t K, double mu, double sigma, Gen &gen)
	Random MAP of order K with folded normal entries, normalized.
template<class T, class Gen>
Map< T >	line::mam::mmpp_rand (std::size_t K, Gen &gen)
	Random MMPP of order K: the arrival matrix is diagonal, so arrivals do not switch phase.
template<class T, class Gen>
Mmap< T >	line::mam::m3pp_rand (std::size_t K, std::size_t classes, Gen &gen)
	Random M3PP of order K with classes marks (m3a/m3pp/m3pp_rand.m).
template<class T, class Gen>
Map< T >	line::mam::aph_rand (std::size_t K, Gen &gen)
	Random acyclic PH renewal process of order K, upper triangular in D0.
template<class T, class Gen>
Map< T >	line::mam::hyper_rand (std::size_t k, Gen &gen)
	Random hyperexponential of order k, given as a MAP.
template<class T, class Gen>
Mmap< T >	line::mam::mmap_rand (std::size_t order, std::size_t classes, Gen &gen)
	Random MMAP of the given order with a random split of D1 across the classes.
template<class T>
HyperParams< T >	line::mam::ph2hyper (const Map< T > &ph)
	Reads a hyperexponential MAP back into rates and branch probabilities.

Detailed Description

Random MAP, MMPP, MMAP, acyclic-PH and hyperexponential generators, plus the hyperexponential reader.

Templated port of matlab/lib/kpctoolbox/map/map_rand.m, map_randn.m, matlab/lib/kpctoolbox/mmpp/mmpp_rand.m, matlab/lib/kpctoolbox/aph/aph_rand.m, hyper_rand.m, ph2hyper.m and matlab/lib/m3a/m3a/mmap/mmap_rand.m.

The generators take an explicit engine, following ctmc_rand, so a caller can reproduce a draw; they therefore do NOT reproduce the MATLAB stream and are only distributionally equivalent to it. Everything is drawn on the raw matrices and then passed through map_normalize, which is what makes the result a generator rather than a nonnegative matrix pair.

mmap_rand draws its class split once. MATLAB redraws it inside a loop over the phases and keeps only the last draw, so the two agree in law and differ only in how far the stream is advanced.

Definition in file map_rand.h.