Package jline.api.fes

Class Fes_map_euler

java.lang.Object

jline.api.fes.Fes_map_euler

public final class Fes_map_euler
extends Object

Integrates v*int_0^inf exp(T0 t) dt by the trapezoid rule. Evaluates the product v*(-T0)^-1 without any factorization, as done in Section 5.2.2 of Casale, Mi, Cherkasova and Smirni, IEEE Trans. Soft. Eng. 37(5), 2011. The propagated vector uses the Euler approximation exp(T0 dt) ~ I + T0 dt, so only vector-matrix products are performed and the sparsity of T0 is preserved throughout. Copyright (c) 2012-2026, Imperial College London All rights reserved.

Method Summary

Modifier and Type	Method	Description
static Matrix	fes_map_euler(Matrix v, Matrix T0, double dt, double tol, int iterMax)	Approximates v*(-T0)^-1 by quadrature.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

fes_map_euler

public static Matrix fes_map_euler(Matrix v,
 Matrix T0,
 double dt,
 double tol,
 int iterMax)

Approximates v*(-T0)^-1 by quadrature.

Parameters:

v - row vector to be multiplied by (-T0)^-1

T0 - hidden transitions of the MAP, a stable matrix

dt - integration step, below 1/max(abs(diag(T0)))

tol - relative mass left when the integration stops

iterMax - maximum number of integration steps

Returns:

row vector approximating v*(-T0)^-1