Package jline.lib.fjcodes
Class ComputeT_NAREKt
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- All Implemented Interfaces:
public final class ComputeT_NAREKt
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Method Summary
Modifier and Type Method Description final static MatrixcomputeT_NARE(Matrix D0, Matrix D1, Matrix S, Matrix A_jump)Compute T-matrix via NARE method using Schur decompositionThe T-matrix satisfies the equation: TX + Xkron(I_ms, D0) + kron(A_jump, I_ma) = 0where X is the solution to the algebraic Riccati equation associated with the Hamiltonian matrix H = A, B; -C, -D. -
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Method Detail
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computeT_NARE
final static Matrix computeT_NARE(Matrix D0, Matrix D1, Matrix S, Matrix A_jump)
Compute T-matrix via NARE method using Schur decomposition
The T-matrix satisfies the equation: TX + Xkron(I_ms, D0) + kron(A_jump, I_ma) = 0
where X is the solution to the algebraic Riccati equation associated with the Hamiltonian matrix H = A, B; -C, -D.
- Parameters:
D0- D0 matrix (transitions without arrivals)D1- D1 matrix (transitions with arrivals)S- State transition matrixA_jump- Jump matrix- Returns:
T-matrix
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