NSF_GHTKt

All Implemented Interfaces:


public final class NSF_GHTKt

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`	`nsfGht(Matrix A, Integer N, NSFGHTOptions options)`	Gail-Hantler-Taylor algorithm for Non-Skip-Free Markov chains.
`final static Matrix`	`nsfPi(Matrix B, Matrix A, Matrix G, NSFPiOptions options)`	NSF_pi - Stationary vector of a Non-Skip-Free Markov chainComputes the stationary vector for an NSF chain using the computed G matrix.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - nsfGht
```
 final static Matrix nsfGht(Matrix A, Integer N, NSFGHTOptions options)
```
    Gail-Hantler-Taylor algorithm for Non-Skip-Free Markov chains.
    Computes the minimal nonnegative solution to the matrix equation: G = C0 + C1G + C2G^2 + C3G^3 + ... + C_maxG^max
    where the Ci matrices are derived from reblocking the original A matrices.
    
    Parameters:
    
    A - Block matrix A0 A1 A2 ...
    
    N - Number of non-zero blocks below the main diagonal (the skip factor).
    
    options - Solver options
    
    Returns:
    
    G matrix of dimension (mN) x (mN)
  - nsfPi
```
 final static Matrix nsfPi(Matrix B, Matrix A, Matrix G, NSFPiOptions options)
```
    NSF_pi - Stationary vector of a Non-Skip-Free Markov chain
    Computes the stationary vector for an NSF chain using the computed G matrix.
    
    Parameters:
    
    B - Boundary block matrix (or null to use homogeneous case)
    
    A - Repeating block matrix A0 A1 ...
    
    G - The G matrix computed by nsfGht
    
    options - Solver options
    
    Returns:
    
    Stationary distribution vector