Package jline.lib.smc

Class MG1_DecayKt

  • All Implemented Interfaces:
    
public final class MG1_DecayKt

    • Nested Class Summary

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      Modifier and Type Class Description

    • Field Summary

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    • Constructor Summary

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      Constructor Description

    • Enum Constant Summary

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      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static MG1DecayResult mg1_decay(Matrix A, Boolean computeEigenvector) Computes the decay rate of a recurrent M/G/1 type Markov chain and the left eigenvector corresponding to the Perron-Frobenius eigenvalue.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • mg1_decay

         final static MG1DecayResult mg1_decay(Matrix A, Boolean computeEigenvector)

        Computes the decay rate of a recurrent M/G/1 type Markov chain and the left eigenvector corresponding to the Perron-Frobenius eigenvalue.

        Parameters:
        A - Block matrix A0 A1 A2 ...
        computeEigenvector - When true, also compute the left eigenvector uT
        Returns:

        MG1DecayResult containing eta and optionally uT (1 x m row vector)