Package jline.lib.smc

Class MG1_ETAQAKt

  • All Implemented Interfaces:

    
    public final class MG1_ETAQAKt
    
                        
    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
    • Field Summary

      Fields 
      Modifier and Type Field Description
    • Constructor Summary

      Constructors 
      Constructor Description
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      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.
      final static Matrix mg1_g_etaqa(Matrix A) Computes the G matrix for M/G/1-type Markov chains.
      final static Double mg1_qlen_etaqa(Matrix B, Matrix A, Matrix pi, Integer n) Computes the n-th moment of queue length using ETAQA.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • 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

      • 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

      • 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 matrix
        A - Repeating block matrix
        pi - Aggregated probability from mg1_pi_etaqa
        n - Moment order (1 = mean, 2 = second moment, etc.
        Returns:

        n-th moment of queue length