Package jline.lib.butools.ph

Class CanonicalFromPH2Kt

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    • Constructor Detail

    • Method Detail

      • canonicalFromPH2

         final static 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'.