Package jline.lib.butools.dph

Class CheckMGRepresentationKt

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    • Constructor Detail

    • Method Detail

      • checkMGRepresentation

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

        Checks if the given vector and matrix define a valid matrix-geometric representation.

        Parameters:
        alpha - Initial vector of the matrix-geometric distribution to check
        A - Matrix parameter of the matrix-geometric distribution to check
        prec - Numerical precision.
        Returns:

        True if the matrix is a square matrix, the vector and the matrix have the same size, the dominant eigenvalue is positive, less than 1 and real.

        Note: This procedure does not check the positivity of the density! The discrete counterpart of 'CheckMEPositiveDensity' does not exist yet.