PHFromMEKt

All Implemented Interfaces:


public final class PHFromMEKt

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Field Summary

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Enum Constant Summary

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Method Summary

Modifier and Type	Method	Description
`final static PHRepresentation`	`phFromME(Matrix alpha, Matrix A, Double prec)`	Obtains a Markovian representation of a matrix exponential distribution of the same size, if possible, using elementary similarity transformations.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - phFromME
```
 final static PHRepresentation phFromME(Matrix alpha, Matrix A, Double prec)
```
    Obtains a Markovian representation of a matrix exponential distribution of the same size, if possible, using elementary similarity transformations.
    
    Parameters:
    
    alpha - The initial vector of the matrix-exponential distribution (shape 1 x M)
    
    A - The matrix parameter of the matrix-exponential distribution (shape M x M)
    
    prec - A representation is considered to be a Markovian one if it is closer than the precision.
    
    Returns:
    
    PHRepresentation containing the initial probability vector and transient generator matrix of the Markovian representation.