Package jline.lib.butools.ph

Class CheckMERepresentationKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

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      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static Boolean checkMERepresentation(Matrix alpha, Matrix A, Double prec) Checks if the given vector and matrix define a valid matrix- exponential representation.
      final static Boolean checkMERepresentation(DoubleArray alpha, Matrix A, Double prec) Overload for DoubleArray alpha.

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Constructor Detail

    • Method Detail

      • checkMERepresentation

         final 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.
        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.