LINE Solver
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QBD_G_ETAQA.m
1function G=QBD_G_ETAQA(An)
2% QBD_G_ETAQA computes the G matrix for computation of truncated probabilities by ETAQA
3%
4% DISCRETE TIME case:
5% G = QBD_G_ETAQA computes the minimal nonnegative solution to the
6% matrix equation G = A0 + A1 G + A2 G^2, where Ai are square nonnegative matrices,
7% with An = [A0,A1,A2] and A0+A1+A2 as irreducible and stochastic
8%
9% CONTINUOUS TIME case:
10% G = QBD_G_ETAQA computes the minimal nonnegative solution to the
11% matrix equation 0 = A0 + A1 G + A2 G^2, where Ai are square nonnegative matrices,
12% with An = [A0,A1,A2] and A0+A1+A2 as irreducible and stochastic
13%
14%
15
16t = size(An,1);
17if (size(An,2) ~= 3*t)
18 error('The size of An is not correct. An = [A0 A1 A2] with Ai as square matrices');
19end
20A0 = An(:,1:t);
21A1 = An(:,t+1:2*t);
22A2 = An(:,2*t+1:3*t);
23
24G = QBD_CR(A0,A1,A2);
25
26end
27