Class AcyclicDPHFromMGKt

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      • acyclicDPHFromMG

         final static MGRepresentation acyclicDPHFromMG(Matrix alpha, Matrix A, Double prec)

        Transforms a matrix-geometric representation to an acyclic DPH representation of the same size, if possible.

        Parameters:
        alpha - Initial vector of the distribution
        A - Matrix parameter of the distribution
        prec - Vector and matrix entries smaller than the precision are considered to be zeros.
        Returns:

        The MGRepresentation containing beta (initial probability vector of acyclic DPH) and B (transition probability matrix of acyclic DPH)

        Note: Contrary to 'AcyclicPHFromME' of the 'ph' package, this procedure is not able to extend the size in order to obtain a Markovian initial vector. Raises an error if A has complex eigenvalues. In this case the transformation to an acyclic representation is not possible.