QBDSolveKt

All Implemented Interfaces:


public final class QBDSolveKt

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Method Summary

Modifier and Type	Method	Description
`final 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.

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

- Constructor Detail
- Method Detail
  - qbdSolve
```
 final 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
    The implementation auto-detects whether the QBD is in continuous or discrete time based on the diagonal entries of L0.
    
    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 (default 1e-14)
    
    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