Class CheckDPHRepresentationKt

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      • checkDPHRepresentation

         final static Boolean checkDPHRepresentation(Matrix alpha, Matrix A, Double prec)

        Checks if the given vector and matrix define a valid discrete phase-type representation.

        Parameters:
        alpha - Initial vector of the phase-type distribution to check
        A - Transient generator of the phase-type distribution to check
        prec - Numerical precision.
        Returns:

        True if vector alpha is a probability vector and matrix A is substochastic, and they have the same size.