Package jline.lib.butools.mam

Class QBDSolve

java.lang.Object

jline.lib.butools.mam.QBDSolve

public final class QBDSolve
extends Object

Method Summary

Modifier and Type	Method	Description
static Pair<Matrix,Matrix>	qbdSolve(Matrix B, Matrix L, Matrix F, Matrix L0)
static Pair<Matrix,Matrix>	qbdSolve(Matrix B, Matrix L, Matrix F, Matrix L0, double prec)	Returns the parameters of the matrix-geometrically distributed stationary distribution of a QBD.

Methods inherited from class java.lang.Object

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

Method Details

qbdSolve

public static Pair<Matrix,Matrix> qbdSolve(Matrix B,
 Matrix L,
 Matrix F,
 Matrix L0,
 double prec)

Returns the parameters of the matrix-geometrically distributed stationary distribution of a QBD. Using vector pi0 and matrix R provided by this function, the stationary solution can be obtained by: pi_k = pi_0 * R^k

Parameters:

B - The matrix corresponding to backward transitions (N x N)

L - The matrix corresponding to local transitions (N x N)

F - The matrix corresponding to forward transitions (N x N)

L0 - The matrix corresponding to local transitions at level zero (N x N)

prec - The fundamental matrix R is computed up to this precision

Returns:

Pair of (pi0, R) where pi0 is the stationary probability vector of level zero and R is the matrix parameter of the matrix geometrical distribution

qbdSolve

public static Pair<Matrix,Matrix> qbdSolve(Matrix B,
 Matrix L,
 Matrix F,
 Matrix L0)