Package jline.lib.butools.dph

Class CanonicalFromDPH3Kt

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      • canonicalFromDPH3

         final static DPH3Representation canonicalFromDPH3(Matrix alpha, Matrix A, Double prec)

        Returns the canonical form of an order-3 discrete phase-type distribution.

        Parameters:
        alpha - Initial vector of the discrete phase-type distribution
        A - Transition probability matrix of the discrete phase-type distribution
        prec - Numerical precision for checking the input, default value is 1e-14
        Returns:

        The DPH3Representation containing beta (canonical initial vector) and B (canonical transition matrix)