Package jline.lib.butools.mam

Class GM1FundamentalMatrix

java.lang.Object

jline.lib.butools.mam.GM1FundamentalMatrix

public final class GM1FundamentalMatrix
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	GM1FundamentalMatrix.GM1Method	Method for solving G/M/1 type matrix equation.

Method Summary

Modifier and Type	Method	Description
static Matrix	gm1FundamentalMatrix(List<Matrix> A)
static Matrix	gm1FundamentalMatrix(List<Matrix> A, double precision)
static Matrix	gm1FundamentalMatrix(List<Matrix> A, double precision, int maxNumIt)
static Matrix	gm1FundamentalMatrix(List<Matrix> A, double precision, int maxNumIt, GM1FundamentalMatrix.GM1Method method)	Returns matrix R corresponding to the G/M/1 type Markov chain given by matrices A.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

gm1FundamentalMatrix

public static Matrix gm1FundamentalMatrix(List<Matrix> A,
 double precision,
 int maxNumIt,
 GM1FundamentalMatrix.GM1Method method)

Returns matrix R corresponding to the G/M/1 type Markov chain given by matrices A. Matrix R is the minimal non-negative solution of the following matrix equation: R = A_0 + R*A_1 + R^2*A_2 + R^3*A_3 + ...

Parameters:

A - List of matrix blocks of the G/M/1 type generator from 0 to M-1.

precision - Matrix R is computed iteratively up to this precision

maxNumIt - The maximal number of iterations

method - The method used to solve the matrix-quadratic equation

Returns:

The R matrix of the G/M/1 type Markov chain

gm1FundamentalMatrix

public static Matrix gm1FundamentalMatrix(List<Matrix> A)

gm1FundamentalMatrix

public static Matrix gm1FundamentalMatrix(List<Matrix> A,
 double precision)

gm1FundamentalMatrix

public static Matrix gm1FundamentalMatrix(List<Matrix> A,
 double precision,
 int maxNumIt)