1% moms = MomentsFromPH(alpha, A, K, prec)
3% Returns the first K moments of a continuous phase-type
8% alpha : vector, shape (1,M)
9% The initial probability vector of the phase-type
11% A : matrix, shape (M,M)
12% The transient generator matrix of the phase-type
15% Number of moments to compute. If K=0, 2*M-1 moments
16% are computed. The
default value
is K=0.
17% prec : double, optional
18% Numerical precision
for checking the input.
19% The
default value
is 1e-14.
23% moms : row vector of doubles
24% The vector of moments.
26function moms = MomentsFromPH (alpha, A, K)
28 global BuToolsCheckInput;
29 if isempty(BuToolsCheckInput)
30 BuToolsCheckInput =
true;
33 if BuToolsCheckInput && ~CheckPHRepresentation(alpha, A)
34 error(
'MomentsFromPH: Input isn''t a valid PH representation!');
41 moms = MomentsFromME (alpha, A, K);