Package jline.lib.butools.ph
Class AcyclicPHFromMEKt
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- All Implemented Interfaces:
public final class AcyclicPHFromMEKt
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Method Summary
Modifier and Type Method Description final static PHRepresentationacyclicPHFromME(Matrix alpha, Matrix A, Integer maxSize, Double prec)Transforms an arbitrary matrix-exponential representation to an acyclic phase-type representation. -
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Method 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.
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