Package jline.lib.butools.dmap

Class CheckDRAPRepresentationKt

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    • Method Summary

      Modifier and Type Method Description
      final static Boolean checkDRAPRepresentation(Matrix D0, Matrix D1, Double prec) Checks if the input matrices define a discrete time RAP.

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

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    • Method Detail

      • checkDRAPRepresentation

         final static Boolean checkDRAPRepresentation(Matrix D0, Matrix D1, Double prec)

        Checks if the input matrices define a discrete time RAP.

        Matrices H0 and H1 must have the same size, the dominant eigenvalue of H0 is real and less than 1, and the rowsum of H0+H1 is 1 (up to the numerical precision).

        Parameters:
        D0 - The D0 matrix of the DRAP to check
        D1 - The D1 matrix of the DRAP to check
        prec - Numerical precision, default value is 1e-14
        Returns:

        True if the matrices define a valid DRAP