Class CheckMERepresentation

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

public final class CheckMERepresentation extends Object
  • Method Details

    • checkMERepresentation

      public static boolean checkMERepresentation(Matrix alpha, Matrix A, double prec)
      Checks if the given vector and matrix define a valid matrix- exponential representation.
      Parameters:
      alpha - Initial vector of the matrix-exponential distribution to check
      A - Matrix parameter of the matrix-exponential distribution to check
      prec - Numerical precision. The default value is 1e-14.
      Returns:
      True, if the matrix is a square matrix, the vector and the matrix have the same size, the dominant eigenvalue is negative and real Note: This procedure does not check the positivity of the density! Call 'checkMEPositiveDensity' if it is needed, but keep in mind that it can be time-consuming, while this procedure is fast.
    • checkMERepresentation

      public static boolean checkMERepresentation(Matrix alpha, Matrix A)
    • checkMERepresentation

      public static boolean checkMERepresentation(double[] alpha, Matrix A, double prec)
      Overload for double[] alpha.
    • checkMERepresentation

      public static boolean checkMERepresentation(double[] alpha, Matrix A)