Class DPHFromMGKt

  • All Implemented Interfaces:

    
    public final class DPHFromMGKt
    
                        
    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
    • Field Summary

      Fields 
      Modifier and Type Field Description
    • Constructor Summary

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      Constructor Description
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      final static MGRepresentation dphFromMG(Matrix alpha, Matrix A, Double precision) Obtains a Markovian representation of a matrix-geometric distribution of the same size, if possible.
      final static MGRepresentation dphFromMG(DoubleArray alpha, Matrix A, Double precision) Overload for DoubleArray alpha.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • dphFromMG

         final static MGRepresentation dphFromMG(Matrix alpha, Matrix A, Double precision)

        Obtains a Markovian representation of a matrix-geometric distribution of the same size, if possible.

        Parameters:
        alpha - The initial vector of the matrix-geometric distribution.
        A - The matrix parameter of the matrix-geometric distribution.
        precision - A representation is considered to be a Markovian one if it is closer than the precision (default 1e-14)
        Returns:

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