Package jline.api.pfqn

Class Pfqn_cftp

java.lang.Object

jline.api.pfqn.Pfqn_cftp

public final class Pfqn_cftp
extends Object

Perfect/approximate stationary state sampler for closed single-class multiserver product-form networks.

Draws states exactly distributed according to the product-form stationary distribution of a closed single-class Jackson network with multiple servers, using monotone Coupling From The Past (Propp-Wilson) as proposed by Kijima and Matsui.

Reference: S. Kijima and T. Matsui, "Approximate/Perfect Samplers for Closed Jackson Networks", Proc. Winter Simulation Conference, 2005.

Since:

LINE 3.0

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	Pfqn_cftp.PfqnCftpReturn	Result holder mirroring the MATLAB [Q,X,T] return of pfqn_cftp.

Method Summary

Modifier and Type	Method	Description
static Pfqn_cftp.PfqnCftpReturn	pfqn_cftp(Matrix L, int N)	Exact (perfect) stationary state sampling with default single servers, one sample, and the 'cftp' method.
static Pfqn_cftp.PfqnCftpReturn	pfqn_cftp(Matrix L, int N, Matrix S, int nsamples, String method)	Exact (perfect) or approximate stationary state sampling for closed single-class multiserver product-form networks via monotone Coupling From The Past.

Methods inherited from class java.lang.Object

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

Method Details

pfqn_cftp

public static Pfqn_cftp.PfqnCftpReturn pfqn_cftp(Matrix L,
 int N)

Exact (perfect) stationary state sampling with default single servers, one sample, and the 'cftp' method.

Parameters:

L - service demands (M entries), L(i) = theta_i/mu_i

N - total closed population K

Returns:

the [Q,X,T] result

pfqn_cftp

public static Pfqn_cftp.PfqnCftpReturn pfqn_cftp(Matrix L,
 int N,
 Matrix S,
 int nsamples,
 String method)

Exact (perfect) or approximate stationary state sampling for closed single-class multiserver product-form networks via monotone Coupling From The Past.

Parameters:

L - service demands (M entries), L(i) = theta_i/mu_i

N - total closed population K

S - servers per station (M entries), Double.POSITIVE_INFINITY for infinite server; null defaults to one server each

nsamples - number of independent samples to draw

method - 'cftp' (exact, default) or 'approx' (rapidly mixing M_A)

Returns:

the [Q,X,T] result