Package jline.api.mc

Class Ctmc_solve_reducible_blkdecompKt

    • Constructor Detail

    • Method Detail

      • ctmc_solve_reducible_blkdecomp

         final static Pair<Matrix, List<List<Integer>>> ctmc_solve_reducible_blkdecomp(Matrix Q, Matrix pi0, Map<String, Object> options)

        Solve reducible CTMCs via direct block decomposition on the generator matrix.

        Algorithm (based on SMART's computeInfinityDistribution):

        • Decompose states into transient and recurrent classes via SCC detection

        • For transient states: solve n * Q_tt = -p0_t for expected sojourn

        • Compute hitting probabilities: h = n * Q_ta + p0_r

        • For each recurrent class: solve pi_c * Q_cc = 0, scale by hitting prob

        Parameters:
        Q - Infinitesimal generator matrix (possibly reducible)
        pi0 - Initial state distribution (optional)
        options - Solution options (optional)
        Returns:

        Pair of (pi: steady-state distribution, scc: SCC index sets)