Package jline.lib.butools.mam

Class GM1FundamentalMatrixKt

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    • Field Summary

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    • Enum Constant Summary

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    • Method Summary

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

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

    • Constructor Detail

    • Method Detail

      • gm1FundamentalMatrix

         final static Matrix gm1FundamentalMatrix(List<Matrix> A, Double precision, Integer maxNumIt, 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 + RA_1 + R^2A_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 (default 1e-14)
        maxNumIt - The maximal number of iterations (default 50)
        method - The method used to solve the matrix-quadratic equation (default CR)
        Returns:

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