QBD_ISKt

All Implemented Interfaces:


public final class QBD_ISKt

Nested Class Summary

Nested Classes
Modifier and Type	Class	Description

Field Summary

Fields
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Constructor Summary

Constructors
Constructor	Description

Enum Constant Summary

Enum Constants
Enum Constant	Description

Method Summary

Modifier and Type	Method	Description
`final static Map<String, Matrix>`	`QBD_IS(Matrix A0, Matrix A1, Matrix A2, Integer MaxNumIt_, Integer Verbose_, String Mode_, Integer RAPComp_)`	Invariant Subspace for Quasi-Birth-Death Markov Chains Akar, SohrabyDISCRETE TIME CASE: Computes the minimal nonnegative solution to the matrix equation G = A0 + A1 G + A2 G^2, where A0, A1 and A2 are square nonnegative matrices, with (A0+A1+A2) irreducible and stochasticCONTINUOUS TIME CASE: Computes the minimal nonnegative solution to the matrix equation 0 = A0 + A1 G + A2 G^2, where A0, A1 and A2 are square nonnegative matrices, with (A0+A1+A2) having row sums equal to zero

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - QBD_IS
```
 final static Map<String, Matrix> QBD_IS(Matrix A0, Matrix A1, Matrix A2, Integer MaxNumIt_, Integer Verbose_, String Mode_, Integer RAPComp_)
```
    Invariant Subspace for Quasi-Birth-Death Markov Chains Akar, Sohraby
    DISCRETE TIME CASE: Computes the minimal nonnegative solution to the matrix equation G = A0 + A1 G + A2 G^2, where A0, A1 and A2 are square nonnegative matrices, with (A0+A1+A2) irreducible and stochastic
    CONTINUOUS TIME CASE: Computes the minimal nonnegative solution to the matrix equation 0 = A0 + A1 G + A2 G^2, where A0, A1 and A2 are square nonnegative matrices, with (A0+A1+A2) having row sums equal to zero
    
    Parameters:
    
    A0 - transition matrix A0
    
    A1 - transition matrix A1
    
    A2 - transition matrix A2
    
    MaxNumIt_ - maximum number of iterations (default: 50)
    
    Verbose_ - verbose output flag (default: 0)
    
    Mode_ - solution mode: 'MSignStandard', 'MSignBalzer', 'Schur' (default: 'Schur')
    
    RAPComp_ - RAP computation flag (default: 0)
    
    Returns:
    
    map containing matrices G, R, and U