Package jline.lib.butools.ph

Class AcyclicPHFromME

java.lang.Object

jline.lib.butools.ph.AcyclicPHFromME

public final class AcyclicPHFromME
extends Object

Method Summary

Modifier and Type	Method	Description
static PHRepresentation	acyclicPHFromME(Matrix alpha, Matrix A)
static PHRepresentation	acyclicPHFromME(Matrix alpha, Matrix A, int maxSize)
static PHRepresentation	acyclicPHFromME(Matrix alpha, Matrix A, int maxSize, double prec)	Transforms an arbitrary matrix-exponential representation to an acyclic phase-type representation.

Methods inherited from class java.lang.Object

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

Method Details

acyclicPHFromME

public static PHRepresentation acyclicPHFromME(Matrix alpha,
 Matrix A,
 int maxSize,
 double prec)

Transforms an arbitrary matrix-exponential representation to an acyclic phase-type representation.

Parameters:

alpha - Initial vector of the distribution (shape 1 x N)

A - Matrix parameter of the distribution (shape N x N)

maxSize - The maximum number of phases for the result. The default value is 100.

prec - Vector and matrix entries smaller than the precision are considered to be zeros.

Returns:

PHRepresentation containing the initial probability vector and transient generator matrix of the Markovian acyclic representation.

Throws:

IllegalArgumentException - if no Markovian acyclic representation has been found.

acyclicPHFromME

public static PHRepresentation acyclicPHFromME(Matrix alpha,
 Matrix A,
 int maxSize)

acyclicPHFromME

public static PHRepresentation acyclicPHFromME(Matrix alpha,
 Matrix A)