Class AcyclicPHFromMEKt

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    • Method Summary

      Modifier and Type Method Description
      final static PHRepresentation acyclicPHFromME(Matrix alpha, Matrix A, Integer maxSize, Double prec) Transforms an arbitrary matrix-exponential representation to an acyclic phase-type representation.
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    • Constructor Detail

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      • acyclicPHFromME

         final static PHRepresentation acyclicPHFromME(Matrix alpha, Matrix A, Integer 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.
        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.