Package jline.api.mam

Class Map_exp_mul_int

java.lang.Object

jline.api.mam.Map_exp_mul_int

public final class Map_exp_mul_int
extends Object

Method Summary

Modifier and Type	Method	Description
static double	map_exp_mul_int(Matrix A0, Matrix A1, Matrix B0, Matrix B1, int L, Matrix alA, Matrix alB)	Computes the inner product of lag-L joint densities of two MAPs.

Methods inherited from class java.lang.Object

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

Method Details

map_exp_mul_int

public static double map_exp_mul_int(Matrix A0,
 Matrix A1,
 Matrix B0,
 Matrix B1,
 int L,
 Matrix alA,
 Matrix alB)

Computes the inner product of lag-L joint densities of two MAPs. Uses a recursive scheme based on solving continuous Sylvester equations: Z_1 = sylv(B0', A0, alB' * alA) Z_i = sylv(B0', A0, B1' * Z_{i-1} * A1) for i = 2, ..., L The result is exitB' * Z_L * exitA, where exitA = -A0 * e, exitB = -B0 * e.

Parameters:

A0 - hidden transition matrix of the first MAP

A1 - visible transition matrix of the first MAP

B0 - hidden transition matrix of the second MAP

B1 - visible transition matrix of the second MAP

L - number of inter-arrival intervals (lag parameter)

alA - stationary vector at arrivals of the first MAP

alB - stationary vector at arrivals of the second MAP

Returns:

the inner product value (scalar)