Package jline.lib.butools.ph
Class CanonicalFromPH2
java.lang.Object
jline.lib.butools.ph.CanonicalFromPH2
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Method Summary
Modifier and TypeMethodDescriptioncanonicalFromPH2(double[] alpha, Matrix A) canonicalFromPH2(double[] alpha, Matrix A, double prec) canonicalFromPH2(Matrix alpha, Matrix A) canonicalFromPH2(Matrix alpha, Matrix A, double prec) Returns the canonical form of an order-2 phase-type distribution.
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Method Details
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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'.
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canonicalFromPH2
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canonicalFromPH2
public static PH2From3Moments.PH2Representation canonicalFromPH2(double[] alpha, Matrix A, double prec) -
canonicalFromPH2
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