Package jline.lib.smc
Class MG1_piKt
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- All Implemented Interfaces:
public final class MG1_piKt
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Method Summary
Modifier and Type Method Description final static Matrixmg1_pi(Matrix B, Matrix A, MG1PiOptions options)Computes the stationary distribution of an M/G/1-type Markov chain. final static Matrixmg1_cr(Matrix A, MG1CROptions options)Computes the G matrix using Cyclic Reduction for M/G/1-type chains. -
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Method Detail
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mg1_pi
final static Matrix mg1_pi(Matrix B, Matrix A, MG1PiOptions options)
Computes the stationary distribution of an M/G/1-type Markov chain.
The chain is characterized by:
B: boundary blocks B0 B1 B2 ... B_maxb with m rows
A: repeating blocks A0 A1 A2 ... A_maxa with m rows
- Parameters:
B- Boundary block matrix (or null to use first row of A)A- Repeating block matrixoptions- Solver options- Returns:
Stationary distribution vector
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mg1_cr
final static Matrix mg1_cr(Matrix A, MG1CROptions options)
Computes the G matrix using Cyclic Reduction for M/G/1-type chains. Placeholder - calls FI for now.
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