Package jline.api.fes

Class Fes_map_moments

java.lang.Object
jline.api.fes.Fes_map_moments
public final class Fes_map_moments extends Object
Computes the first three moments, the lag-1 joint moment and the index of dispersion of a MAP without forming (-T0)^-1. Evaluates equations (4), (5) and (7) of Casale, Mi, Cherkasova and Smirni, IEEE Trans. Soft. Eng. 37(5), 2011. The inverse (-T0)^-1 is dense even when T0 is sparse, so it is never formed: the moments follow from the vector recursion v_{k+1} = v_k (-T0)^-1, each step being a linear solve. Method "euler" replaces the solve by the quadrature of v*int_0^inf exp(T0 t) dt integrated by the trapezoid rule with the Euler approximation exp(T0 dt) ~ I + T0 dt. Method "ssolve" is the default because it is exact and faster. Copyright (c) 2012-2026, Imperial College London All rights reserved.

  • Field Details

    • TOL

      public static final double TOL
      Relative mass left when the Euler quadrature stops.
      See Also:

    • STEP_SAFETY

      public static final double STEP_SAFETY
      Fraction of the uniformization bound used as integration step.
      See Also:

    • ITER_MAX

      public static final int ITER_MAX
      Maximum number of Euler integration steps.
      See Also:

  • Method Details

    • fes_map_moments

      public static FesMapMomentsResult fes_map_moments(MatrixCell MAP)
      Computes the descriptors of an inter-departure MAP by sparse linear solves.
      Parameters:
      MAP - the pair (T0,T1)
      Returns:
      the four descriptors and the index of dispersion

    • fes_map_moments

      public static FesMapMomentsResult fes_map_moments(Matrix T0, Matrix T1, String method)
      Computes the descriptors of an inter-departure MAP.
      Parameters:
      T0 - hidden transitions of the MAP
      T1 - marked transitions of the MAP
      method - "ssolve" for the linear solve, "euler" for the quadrature
      Returns:
      the four descriptors and the index of dispersion

    • fes_map_moments

      public static FesMapMomentsResult fes_map_moments(Matrix T0, Matrix T1, String method, double stepSafety)
      Computes the descriptors of an inter-departure MAP.
      Parameters:
      T0 - hidden transitions of the MAP
      T1 - marked transitions of the MAP
      method - "ssolve" for the linear solve, "euler" for the quadrature
      stepSafety - fraction of the uniformization bound used as integration step
      Returns:
      the four descriptors and the index of dispersion