Package jline.lib.kpctoolbox.mc

Class CTMC

java.lang.Object

jline.lib.kpctoolbox.mc.CTMC

public final class CTMC
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	CTMC.ConnectedComponents	Result of connected component analysis.
static class	CTMC.CTMCSolveResult	Result of CTMC solving.

Method Summary

Modifier and Type	Method	Description
static Matrix	ctmc_makeinfgen(Matrix Q)	Normalizes a matrix to be a valid infinitesimal generator.
static Matrix	ctmc_rand(int n)	Generates a random infinitesimal generator matrix.
static Pair<Matrix,Double>	ctmc_randomization(Matrix Q)
static Pair<Matrix,Double>	ctmc_randomization(Matrix Q, Double q)	Applies uniformization (randomization) to transform a CTMC into a DTMC.
static double[]	ctmc_relsolve(Matrix Q)	Computes the equilibrium distribution relative to a reference state.
static double[]	ctmc_relsolve(Matrix Q, int refstate)
static double[]	ctmc_solve(Matrix Q)	Computes the equilibrium distribution of a continuous-time Markov chain.
static CTMC.CTMCSolveResult	ctmc_solveFull(Matrix Q)	Computes the equilibrium distribution with full details.
static Matrix	ctmc_timereverse(Matrix Q)	Computes the time-reversed generator of a CTMC.
static Pair<double[],Integer>	ctmc_uniformization(double[] pi0, Matrix Q, double t)	Computes transient probabilities using uniformization method.
static Pair<double[],Integer>	ctmc_uniformization(double[] pi0, Matrix Q, double t, double tol, int maxiter)
static CTMC.ConnectedComponents	weaklyconncomp(Matrix G)	Finds weakly connected components in a directed graph.

Methods inherited from class java.lang.Object

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

Method Details

ctmc_makeinfgen

public static Matrix ctmc_makeinfgen(Matrix Q)

Normalizes a matrix to be a valid infinitesimal generator.

ctmc_rand

public static Matrix ctmc_rand(int n)

Generates a random infinitesimal generator matrix.

weaklyconncomp

public static CTMC.ConnectedComponents weaklyconncomp(Matrix G)

Finds weakly connected components in a directed graph.

ctmc_solve

public static double[] ctmc_solve(Matrix Q)

Computes the equilibrium distribution of a continuous-time Markov chain.

ctmc_solveFull

public static CTMC.CTMCSolveResult ctmc_solveFull(Matrix Q)

Computes the equilibrium distribution with full details.

ctmc_timereverse

public static Matrix ctmc_timereverse(Matrix Q)

Computes the time-reversed generator of a CTMC.

ctmc_randomization

public static Pair<Matrix,Double> ctmc_randomization(Matrix Q,
 Double q)

Applies uniformization (randomization) to transform a CTMC into a DTMC.

ctmc_randomization

public static Pair<Matrix,Double> ctmc_randomization(Matrix Q)

ctmc_uniformization

public static Pair<double[],Integer> ctmc_uniformization(double[] pi0,
 Matrix Q,
 double t)

Computes transient probabilities using uniformization method.

ctmc_uniformization

public static Pair<double[],Integer> ctmc_uniformization(double[] pi0,
 Matrix Q,
 double t,
 double tol,
 int maxiter)

ctmc_relsolve

public static double[] ctmc_relsolve(Matrix Q)

Computes the equilibrium distribution relative to a reference state.

ctmc_relsolve

public static double[] ctmc_relsolve(Matrix Q,
 int refstate)