Package jline.api.mam

Class LdqbdKt

  • All Implemented Interfaces:
    
public final class LdqbdKt

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      Modifier and Type Class Description

    • Field Summary

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    • Constructor Summary

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    • Enum Constant Summary

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    • Method Summary

      Modifier and Type Method Description
      final static LdqbdResult ldqbd(List<Matrix> Q0, List<Matrix> Q1, List<Matrix> Q2, LdqbdOptions options) Solves level-dependent QBD processes using matrix continued fractions.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • ldqbd

         final static LdqbdResult ldqbd(List<Matrix> Q0, List<Matrix> Q1, List<Matrix> Q2, LdqbdOptions options)

        Solves level-dependent QBD processes using matrix continued fractions.

        For a level-dependent QBD with levels 0, 1, ..., N, the infinitesimal generator has block-tridiagonal structure:

        Q^(0)_1  Q^(0)_0   O        O      ...   O
Q^(1)_2  Q^(1)_1  Q^(1)_0   O      ...   O
 O       Q^(2)_2  Q^(2)_1  Q^(2)_0 ...   O
...      ...      ...      ...    ...  ...
 O        O        O       ...   Q^(N)_2  Q^(N)_1

        where Q_0^(n) are upward transitions (level n to n+1), Q_1^(n) are local transitions (within level n), and Q_2^(n) are downward transitions (level n to n-1).

        Parameters:
        Q0 - List of upward transition matrices {Q0^(0), Q0^(1), ...
        Q1 - List of local transition matrices {Q1^(0), Q1^(1), ...
        Q2 - List of downward transition matrices {Q2^(1), Q2^(2), ...
        options - Solver options
        Returns:

        LdqbdResult containing rate matrices R and stationary distribution pi