Package jline.lib.butools.mc

Class CRPSolve

java.lang.Object

jline.lib.butools.mc.CRPSolve

public final class CRPSolve
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix	crpSolve(Matrix Q)
static Matrix	crpSolve(Matrix Q, double prec)	Computes the stationary solution of a continuous time rational process (CRP).
static Matrix	drpSolve(Matrix P)	Computes the stationary solution of a discrete time rational process (DRP).

Methods inherited from class java.lang.Object

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

Method Details

crpSolve

public static Matrix crpSolve(Matrix Q,
 double prec)

Computes the stationary solution of a continuous time rational process (CRP).

Parameters:

Q - The generator matrix of the rational process

prec - Numerical precision.

Returns:

The vector that satisfies pi*Q = 0, sum(pi) = 1

crpSolve

public static Matrix crpSolve(Matrix Q)

drpSolve

public static Matrix drpSolve(Matrix P)

Computes the stationary solution of a discrete time rational process (DRP).

Parameters:

P - The matrix parameter of the rational process

Returns:

The vector that satisfies pi*P = pi, sum(pi) = 1