Class TransformToMonocyclicKt

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    • Method Summary

      Modifier and Type Method Description
      final static Matrix transformToMonocyclic(Matrix A, Integer maxSize, Double precision) Transforms an arbitrary matrix to a Markovian monocyclic matrix.
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    • Constructor Detail

    • Method Detail

      • transformToMonocyclic

         final static Matrix transformToMonocyclic(Matrix A, Integer maxSize, Double precision)

        Transforms an arbitrary matrix to a Markovian monocyclic matrix.

        Parameters:
        A - Matrix parameter of the initial representation (shape N,N)
        maxSize - The maximal order of the resulting Markovian representation (default 100)
        precision - Matrix entries smaller than the precision are considered to be zeros (default 1e-14)
        Returns:

        Transient generator matrix of the Markovian monocyclic representation. Note that M>N if there are complex eigenvalues.