Package jline.api.mc
Class Ctmc_solve_reducible_blkdecompKt
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- All Implemented Interfaces:
public final class Ctmc_solve_reducible_blkdecompKt
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Method Summary
Modifier and Type Method Description 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. final static CtmcSolveReducibleBlkdecompResultctmc_solve_reducible_blkdecomp_full(Matrix Q, Matrix pi0, Map<String, Object> options)-
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Method Detail
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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)
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ctmc_solve_reducible_blkdecomp_full
final static CtmcSolveReducibleBlkdecompResult ctmc_solve_reducible_blkdecomp_full(Matrix Q, Matrix pi0, Map<String, Object> options)
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