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MarginalDistributionFromDMRAP.m
1% [alpha, A] = MarginalDistributionFromDMRAP(H, precision)
2%
3% Returns the matrix geometrically distributed marginal
4% distribution of a discrete marked rational arrival
5% process.
6%
7% Parameters
8% ----------
9% H : list/cell of matrices of shape(M,M), length(N)
10% The H0...HN matrices of the DMRAP
11% precision : double, optional
12% Numerical precision for checking if the input is valid.
13% The default value is 1e-14
14%
15% Returns
16% -------
17% alpha : matrix, shape (1,M)
18% The initial vector of the matrix geometrically
19% distributed marginal distribution
20% A : matrix, shape (M,M)
21% The matrix parameter of the matrix geometrically
22% distributed marginal distribution
23
24function [alpha,A] = MarginalDistributionFromDMRAP(H)
25
26 global BuToolsCheckInput;
27 if isempty(BuToolsCheckInput)
28 BuToolsCheckInput = true;
29 end
30
31 if BuToolsCheckInput && ~CheckDMRAPRepresentation(H)
32 error('MarginalDistributionFromDMRAP: Input isn''t a valid DMRAP representation');
33 end
34
35 alpha=DRPSolve(inv(eye(size(H{1},1))-H{1})*SumMatrixList(H(2:end)));
36 A=H{1};
37
38end