Class CanonicalFromPH2

java.lang.Object
jline.lib.butools.ph.CanonicalFromPH2

public final class CanonicalFromPH2 extends Object
  • Method Details

    • canonicalFromPH2

      public static PH2From3Moments.PH2Representation canonicalFromPH2(Matrix alpha, Matrix A, double prec)
      Returns the canonical form of an order-2 phase-type distribution.
      Parameters:
      alpha - Initial vector of the phase-type distribution.
      A - Transient generator of the phase-type distribution.
      prec - Numerical precision, default value is 1e-14.
      Returns:
      The PH2Representation containing beta (canonical initial vector) and B (canonical generator). Note: This procedure calculates 3 moments of the input and calls 'ph2From3Moments'.
    • canonicalFromPH2

      public static PH2From3Moments.PH2Representation canonicalFromPH2(Matrix alpha, Matrix A)
    • canonicalFromPH2

      public static PH2From3Moments.PH2Representation canonicalFromPH2(double[] alpha, Matrix A, double prec)
    • canonicalFromPH2

      public static PH2From3Moments.PH2Representation canonicalFromPH2(double[] alpha, Matrix A)