Package jline.api.mc

Class Dtmc_uniformization

java.lang.Object

jline.api.mc.Dtmc_uniformization

public final class Dtmc_uniformization
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	Dtmc_uniformization.DtmcUniformizationResult	Result class for DTMC uniformization analysis containing the probability vector and maximum iterations used.

Method Summary

Modifier and Type	Method	Description
static Dtmc_uniformization.DtmcUniformizationResult	dtmc_uniformization(Matrix pi0, Matrix P)
static Dtmc_uniformization.DtmcUniformizationResult	dtmc_uniformization(Matrix pi0, Matrix P, double t)
static Dtmc_uniformization.DtmcUniformizationResult	dtmc_uniformization(Matrix pi0, Matrix P, double t, double tol)
static Dtmc_uniformization.DtmcUniformizationResult	dtmc_uniformization(Matrix pi0, Matrix P, double t, double tol, int maxiter)	Compute the transient probability distribution of a DTMC using uniformization.

Methods inherited from class java.lang.Object

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

Method Details

dtmc_uniformization

public static Dtmc_uniformization.DtmcUniformizationResult dtmc_uniformization(Matrix pi0,
 Matrix P)

dtmc_uniformization

public static Dtmc_uniformization.DtmcUniformizationResult dtmc_uniformization(Matrix pi0,
 Matrix P,
 double t)

dtmc_uniformization

public static Dtmc_uniformization.DtmcUniformizationResult dtmc_uniformization(Matrix pi0,
 Matrix P,
 double t,
 double tol)

dtmc_uniformization

public static Dtmc_uniformization.DtmcUniformizationResult dtmc_uniformization(Matrix pi0,
 Matrix P,
 double t,
 double tol,
 int maxiter)

Compute the transient probability distribution of a DTMC using uniformization.

Parameters:

maxiter - Cap on the truncation depth; pass a nonpositive value, as the overloads above do, to let the Fox-Glynn right truncation point size it so the Poisson tail is below tol rather than being cut at a fixed depth