Package jline.lib.butools.ph
Class CheckMERepresentation
java.lang.Object
jline.lib.butools.ph.CheckMERepresentation
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Method Summary
Modifier and TypeMethodDescriptionstatic booleancheckMERepresentation(double[] alpha, Matrix A) static booleancheckMERepresentation(double[] alpha, Matrix A, double prec) Overload for double[] alpha.static booleancheckMERepresentation(Matrix alpha, Matrix A) static booleancheckMERepresentation(Matrix alpha, Matrix A, double prec) Checks if the given vector and matrix define a valid matrix- exponential representation.
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Method Details
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checkMERepresentation
Checks if the given vector and matrix define a valid matrix- exponential representation.- Parameters:
alpha- Initial vector of the matrix-exponential distribution to checkA- Matrix parameter of the matrix-exponential distribution to checkprec- 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.
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checkMERepresentation
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checkMERepresentation
Overload for double[] alpha. -
checkMERepresentation
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