Package jline.solvers.ctmc

Class CtmcStationary

java.lang.Object

jline.solvers.ctmc.CtmcStationary

public class CtmcStationary
extends Object

Single entry point for the stationary distribution of a CTMC generated from a NetworkStruct.

All the stationary mass of a reducible chain lives in its bottom strongly connected components, each weighted by the probability of being absorbed in it from the declared initial state; every other state is transient and carries zero. The block decomposition handles the irreducible case as the degenerate one BSCC / no transient states, so every CTMC solve in the solver goes through it and there is no dispatch that can disagree with the algorithm about whether a chain is reducible.

See _kb/11-conventions-and-gotchas.md.

Method Summary

Modifier and Type	Method	Description
static Matrix	initialDistribution(Matrix Q, Matrix stateSpace, NetworkStruct sn, SolverOptions options)	Point mass at the initial state of sn, or null when that state is absent from stateSpace (stochastic complementation may have removed it, e.g.
static Matrix	solve(Matrix Q, Matrix stateSpace, NetworkStruct sn, SolverOptions options)	Stationary distribution of Q, seeded from the initial state of sn when that state can be located in stateSpace.

Methods inherited from class java.lang.Object

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

Method Details

solve

public static Matrix solve(Matrix Q,
 Matrix stateSpace,
 NetworkStruct sn,
 SolverOptions options)

Stationary distribution of Q, seeded from the initial state of sn when that state can be located in stateSpace.

Parameters:

Q - infinitesimal generator

stateSpace - enumerated state space, rows aligned with Q

sn - network struct carrying the per-node initial state

options - solver options, used for debug reporting only

Returns:

row vector of stationary probabilities, full length of Q

initialDistribution

public static Matrix initialDistribution(Matrix Q,
 Matrix stateSpace,
 NetworkStruct sn,
 SolverOptions options)

Point mass at the initial state of sn, or null when that state is absent from stateSpace (stochastic complementation may have removed it, e.g. an SPN whose immediate ENABLE states were eliminated). A null seed makes the block decomposition start in the SCCs with no incoming transition.