Package jline.lib.butools.mc

Class CTMCSolve

java.lang.Object

jline.lib.butools.mc.CTMCSolve

public final class CTMCSolve
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix	ctmcSolve(Matrix Q)
static Matrix	ctmcSolve(Matrix Q, double prec)	Computes the stationary solution of a continuous time Markov chain.

Methods inherited from class java.lang.Object

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

Method Details

ctmcSolve

public static Matrix ctmcSolve(Matrix Q,
 double prec)

Computes the stationary solution of a continuous time Markov chain.

Parameters:

Q - The generator matrix of the Markov chain.

prec - Numerical precision.

Returns:

The stationary probability vector (row vector).

ctmcSolve

public static Matrix ctmcSolve(Matrix Q)