Package jline.lib.butools.mc

Class DTMCSolve

java.lang.Object

jline.lib.butools.mc.DTMCSolve

public final class DTMCSolve
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix	dtmcSolve(Matrix P)
static Matrix	dtmcSolve(Matrix P, double prec)	Computes the stationary solution of a discrete time Markov chain.

Methods inherited from class java.lang.Object

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

Method Details

dtmcSolve

public static Matrix dtmcSolve(Matrix P,
 double prec)

Computes the stationary solution of a discrete time Markov chain.

Parameters:

P - The transition probability matrix of the Markov chain.

prec - Numerical precision. The default value is 1e-14.

Returns:

The stationary probability vector (row vector).

dtmcSolve

public static Matrix dtmcSolve(Matrix P)