Package jline.lib.smc

Class GIM1_R

java.lang.Object

jline.lib.smc.GIM1_R

public final class GIM1_R
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	GIM1_R.GIM1ROptions	Options for GIM1_R solver

Method Summary

Modifier and Type	Method	Description
static Matrix	gim1_R(Matrix A)
static Matrix	gim1_R(Matrix A, GIM1_R.GIM1ROptions options)	Computes the R matrix for a GI/M/1-type Markov chain.
static Matrix	gim1_R_dual(Matrix A, String dual, String algor)	R of a GI/M/1-type chain through the G of its DUAL.

Methods inherited from class java.lang.Object

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

Method Details

gim1_R

public static Matrix gim1_R(Matrix A)

gim1_R

public static Matrix gim1_R(Matrix A,
 GIM1_R.GIM1ROptions options)

Computes the R matrix for a GI/M/1-type Markov chain.

gim1_R_dual

public static Matrix gim1_R_dual(Matrix A,
 String dual,
 String algor)

R of a GI/M/1-type chain through the G of its DUAL. Port of GIM1_R.m for Dual 'A', 'R', 'B' and Algor 'FI', 'CR'. There is no cyclic reduction for R directly, so the chain is transposed into an M/G/1-type one whose G carries the same information: the Ramaswami dual for a transient chain, the Bright dual (which also rescales block i by eta^(i-1), eta the caudal characteristic) for a positive recurrent one. 'A' picks between them by the drift, and R comes back by the inverse similarity, times eta in the Bright case. This is what GIM1_R_ETAQA asks for. The `gim1_R` above iterates on R itself, which is a DIFFERENT algorithm, and is kept for its own callers.