Package jline.api.mc
Class Dtmc_solve_reducible
java.lang.Object
jline.api.mc.Dtmc_solve_reducible
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic final classResult class for DTMC solve reducible. -
Method Summary
Modifier and TypeMethodDescriptiondtmc_solve_reducible(Matrix P, Matrix pin) Estimate limiting distribution for a DTMC that may have reducible components.dtmc_solve_reducible_full(Matrix P, Matrix pin) Full-output form of dtmc_solve_reducible.m: (pi, pis, pi0, scc, isrec, Pl, pil).
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Method Details
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dtmc_solve_reducible
public static Pair<Matrix,List<List<Integer>>> dtmc_solve_reducible(Matrix P, Matrix pin, Map<String, Object> options) Estimate limiting distribution for a DTMC that may have reducible components.- Parameters:
P- DTMC transition matrixpin- Initial vector (may be null)options- Solution options including tolerance- Returns:
- Pair of (limiting distribution, SCC information)
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dtmc_solve_reducible
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dtmc_solve_reducible
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dtmc_solve_reducible_full
public static Dtmc_solve_reducible.DtmcSolveReducibleResult dtmc_solve_reducible_full(Matrix P, Matrix pin, Map<String, Object> options) Full-output form of dtmc_solve_reducible.m: (pi, pis, pi0, scc, isrec, Pl, pil). pis holds one row per SCC (the limiting distribution when the chain starts in that SCC), pi0 is the identity over the lumped chain, Pl the lumped stochastic matrix and pil = pi0 * PI its limiting matrix. For an irreducible chain pis = [pi], pi0 is empty, Pl = P and pil = pi. -
dtmc_solve_reducible_full
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dtmc_solve_reducible_full
public static Dtmc_solve_reducible.DtmcSolveReducibleResult dtmc_solve_reducible_full(Matrix P, Matrix pin)
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