Package jline.api.mc

Class Ctmc_solve

java.lang.Object

jline.api.mc.Ctmc_solve

public final class Ctmc_solve
extends Object

Field Summary

Fields

Modifier and Type	Field	Description
static final int	GMRES_MIN_STATES	Order above which the direct sparse factorization is abandoned in favour of GMRES.

Method Summary

Modifier and Type	Method	Description
static Matrix	ctmc_solve(Matrix Q)	Return the steady-state probability of a CTMC, choosing the solution method by size alone.
static Matrix	ctmc_solve(Matrix Q, SolverOptions options)	Return the steady-state probability of a CTMC.

Methods inherited from class java.lang.Object

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

Field Details

GMRES_MIN_STATES

public static final int GMRES_MIN_STATES

Order above which the direct sparse factorization is abandoned in favour of GMRES. Below it the direct solve is both faster and exact, so the iterative path buys nothing; above it the factorization fill-in is what limits the tractable model.

See Also:

• Constant Field Values

Method Details

ctmc_solve

public static Matrix ctmc_solve(Matrix Q)

Return the steady-state probability of a CTMC, choosing the solution method by size alone.

Parameters:

Q - Infinitesimal generator of the CTMC

Returns:

Steady-state probability vector

ctmc_solve

public static Matrix ctmc_solve(Matrix Q,
 SolverOptions options)

Return the steady-state probability of a CTMC.

Parameters:

Q - Infinitesimal generator of the CTMC

options - Solver options; method may force "gmres" or "direct", and config.gmres_restart sets the Krylov subspace dimension. May be null, in which case the defaults apply.

Returns:

Steady-state probability vector