Package jline.lib.smc
Class MG1_ETAQAKt
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- All Implemented Interfaces:
public final class MG1_ETAQAKt
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Method Summary
Modifier and Type Method Description final static Matrixmg1_pi_etaqa(Matrix B, Matrix A, Matrix G, Matrix C0)Computes the aggregated stationary probability vector for an M/G/1-type Markov chain using the ETAQA method. final static Matrixmg1_g_etaqa(Matrix A)Computes the G matrix for M/G/1-type Markov chains. final static Doublemg1_qlen_etaqa(Matrix B, Matrix A, Matrix pi, Integer n)Computes the n-th moment of queue length using ETAQA. -
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Method Detail
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mg1_pi_etaqa
final static Matrix mg1_pi_etaqa(Matrix B, Matrix A, Matrix G, Matrix C0)
Computes the aggregated stationary probability vector for an M/G/1-type Markov chain using the ETAQA method.
The M/G/1-type chain has generator:
B0 B1 B2 B3 ... A0 A1 A2 A3 ... Q = 0 A0 A1 A2 ... 0 0 A0 A1 ... ...- Parameters:
B- Boundary block matrix B0 B1 ...A- Repeating block matrix A0 A1 ...G- G matrix (minimal nonnegative solution).C0- Optional boundary matrix (default: A0)- Returns:
Aggregated probability vector pi0, pi1, piStar
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mg1_g_etaqa
final static Matrix mg1_g_etaqa(Matrix A)
Computes the G matrix for M/G/1-type Markov chains.
G is the minimal nonnegative solution to:
Continuous: 0 = A0 + A1G + A2G^2 + ... + Amax*G^max
Discrete: G = A0 + A1G + A2G^2 + ... + Amax*G^max
- Parameters:
A- Block matrix A0 A1 ...- Returns:
G matrix
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mg1_qlen_etaqa
final static Double mg1_qlen_etaqa(Matrix B, Matrix A, Matrix pi, Integer n)
Computes the n-th moment of queue length using ETAQA.
- Parameters:
B- Boundary block matrixA- Repeating block matrixpi- Aggregated probability from mg1_pi_etaqan- Moment order (1 = mean, 2 = second moment, etc.- Returns:
n-th moment of queue length
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