Package jline.lib.butools.mam

Class MG1FundamentalMatrixKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

      Constructors 
      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static Matrix mg1FundamentalMatrix(List<Matrix> A, Double precision, Integer maxNumIt, MG1Method method) Returns matrix G corresponding to the M/G/1 type Markov chain defined by matrices A.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • mg1FundamentalMatrix

         final static Matrix mg1FundamentalMatrix(List<Matrix> A, Double precision, Integer maxNumIt, MG1Method method)

        Returns matrix G corresponding to the M/G/1 type Markov chain defined by matrices A.

        Matrix G is the minimal non-negative solution of the following matrix equation: G = A_0 + A_1G + A_2G^2 + A_3*G^3 + ...

        Parameters:
        A - List of matrix blocks of the M/G/1 type generator from 0 to M-1.
        precision - Matrix G 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 G matrix of the M/G/1 type Markov chain (G is stochastic)