jphase
Class MarkovMatrix

java.lang.Object
  extended by Jama.Matrix
      extended by jphase.MarkovMatrix
All Implemented Interfaces:
java.io.Serializable, java.lang.Cloneable

public class MarkovMatrix
extends Jama.Matrix

See Also:
Serialized Form

Field Summary
static boolean useUniformization
           
 
Constructor Summary
MarkovMatrix(double[][] mat)
           
MarkovMatrix(Jama.Matrix mat)
           
 
Method Summary
 MarkovMatrix compExp()
           
 MarkovMatrix compLog()
           
static Jama.Matrix concatCols(Jama.Matrix A, Jama.Matrix B)
           
static Jama.Matrix concatRows(Jama.Matrix A, Jama.Matrix B)
           
 MarkovMatrix exp(double x)
           
 MarkovMatrix exp(double x, Jama.Matrix leftMat, Jama.Matrix rightMat)
           
 MarkovMatrix[] exp(int n, double delta, Jama.Matrix leftMat, Jama.Matrix rightMat)
           
 MarkovMatrix[] expRunge(int n, double delta, Jama.Matrix leftMat, Jama.Matrix rightMat)
           
 MarkovMatrix expTimesOnes(double x)
           
 MarkovMatrix expTimesOnes(double x, Jama.Matrix leftMatrix)
           
 MarkovMatrix[] expTimesOnes(int N, double delta, Jama.Matrix leftMatrix)
           
 MarkovMatrix[] expUnif(double[] times, Jama.Matrix leftMat, Jama.Matrix rightMat)
          Computes leftMat * exp(A x) * rightMat, for all values x.
 MarkovMatrix[] expUnif(double[] times, Jama.Matrix leftMat, Jama.Matrix rightMat, int truncate)
          Computes leftMat * exp(A x) * rightMat, for all values x.
 MarkovMatrix[] expUnif(double x, Jama.Matrix leftMat, Jama.Matrix rightMat)
          Computes leftMat * exp(A x) * rightMat, for the value x.
 MarkovMatrix[] expUnif(int n, double delta, Jama.Matrix leftMat, Jama.Matrix rightMat)
          Computes leftMat * exp(A x) * rightMat, for all values x.
 MarkovMatrix[] expUnif(int n, double delta, Jama.Matrix leftMat, Jama.Matrix rightMat, int truncate)
          Computes leftMat * exp(A x) * rightMat, for all values x= 0, delta, 2delta, 3delta,....
static Jama.Matrix identity(int n)
           
 Jama.Matrix inverse()
           
 boolean isStochastic()
          Detrmines if the matrix is stochastic.
 Jama.Matrix kronecker(Jama.Matrix B)
           
static Jama.Matrix kronecker(Jama.Matrix A, Jama.Matrix B)
           
 Jama.Matrix kroneckerSum(Jama.Matrix B)
           
static Jama.Matrix kroneckerSum(Jama.Matrix A, Jama.Matrix B)
           
 MarkovMatrix oldExp(double x, Jama.Matrix rightMat)
           
 MarkovMatrix plus(double x)
           
 Jama.Matrix pow(int k)
           
 MarkovMatrix power(int k)
          Returns A^k
static MarkovMatrix readTxt(java.lang.String stg)
           
 double scalar()
           
 int size()
           
 Jama.Matrix solveTranspose(Jama.Matrix B)
          Solve X*A = B, which is also A'*X' = B'
 Jama.Matrix times(double s)
           
 Jama.Matrix times(Jama.Matrix B)
           
 MarkovMatrix timesOne()
           
static MarkovMatrix toMarkovMatrix(Jama.Matrix A)
           
 java.lang.String toString()
           
 java.lang.String toStringRTF()
           
 java.lang.String toTxt()
           
 Jama.Matrix uminus()
           
static MarkovMatrix Zeros(int rows, int cols)
           
 
Methods inherited from class Jama.Matrix
arrayLeftDivide, arrayLeftDivideEquals, arrayRightDivide, arrayRightDivideEquals, arrayTimes, arrayTimesEquals, chol, clone, cond, constructWithCopy, copy, det, eig, get, getArray, getArrayCopy, getColumnDimension, getColumnPackedCopy, getMatrix, getMatrix, getMatrix, getMatrix, getRowDimension, getRowPackedCopy, identity, lu, minus, minusEquals, norm1, norm2, normF, normInf, plus, plusEquals, print, print, print, print, qr, random, rank, read, set, setMatrix, setMatrix, setMatrix, setMatrix, solve, svd, timesEquals, trace, transpose
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Field Detail

useUniformization

public static boolean useUniformization
Constructor Detail

MarkovMatrix

public MarkovMatrix(double[][] mat)

MarkovMatrix

public MarkovMatrix(Jama.Matrix mat)
Method Detail

readTxt

public static MarkovMatrix readTxt(java.lang.String stg)

Zeros

public static MarkovMatrix Zeros(int rows,
                                 int cols)

inverse

public Jama.Matrix inverse()
Overrides:
inverse in class Jama.Matrix

uminus

public Jama.Matrix uminus()
Overrides:
uminus in class Jama.Matrix

identity

public static Jama.Matrix identity(int n)

times

public Jama.Matrix times(double s)
Overrides:
times in class Jama.Matrix

size

public int size()

times

public Jama.Matrix times(Jama.Matrix B)
Overrides:
times in class Jama.Matrix

toMarkovMatrix

public static MarkovMatrix toMarkovMatrix(Jama.Matrix A)

solveTranspose

public Jama.Matrix solveTranspose(Jama.Matrix B)
Solve X*A = B, which is also A'*X' = B'

Overrides:
solveTranspose in class Jama.Matrix
Parameters:
B - right hand side
Returns:
solution if A is square, least squares solution otherwise.

isStochastic

public boolean isStochastic()
Detrmines if the matrix is stochastic.

Returns:
tru if the matrix is stochastic.

power

public MarkovMatrix power(int k)
Returns A^k


timesOne

public MarkovMatrix timesOne()

scalar

public double scalar()

compExp

public MarkovMatrix compExp()

compLog

public MarkovMatrix compLog()

plus

public MarkovMatrix plus(double x)

pow

public Jama.Matrix pow(int k)

expTimesOnes

public MarkovMatrix expTimesOnes(double x)

expTimesOnes

public MarkovMatrix expTimesOnes(double x,
                                 Jama.Matrix leftMatrix)

expTimesOnes

public MarkovMatrix[] expTimesOnes(int N,
                                   double delta,
                                   Jama.Matrix leftMatrix)

exp

public MarkovMatrix exp(double x,
                        Jama.Matrix leftMat,
                        Jama.Matrix rightMat)

exp

public MarkovMatrix exp(double x)

exp

public MarkovMatrix[] exp(int n,
                          double delta,
                          Jama.Matrix leftMat,
                          Jama.Matrix rightMat)

expRunge

public MarkovMatrix[] expRunge(int n,
                               double delta,
                               Jama.Matrix leftMat,
                               Jama.Matrix rightMat)

expUnif

public MarkovMatrix[] expUnif(double x,
                              Jama.Matrix leftMat,
                              Jama.Matrix rightMat)
Computes leftMat * exp(A x) * rightMat, for the value x. It uses the uniformization algorithm as described in page 60 of Latouche and Ramaswami


expUnif

public MarkovMatrix[] expUnif(int n,
                              double delta,
                              Jama.Matrix leftMat,
                              Jama.Matrix rightMat)
Computes leftMat * exp(A x) * rightMat, for all values x. It uses the uniformization algorithm as described in page 60 of Latouche and Ramaswami


expUnif

public MarkovMatrix[] expUnif(double[] times,
                              Jama.Matrix leftMat,
                              Jama.Matrix rightMat)
Computes leftMat * exp(A x) * rightMat, for all values x. It uses the uniformization algorithm as described in page 60 of Latouche and Ramaswami


expUnif

public MarkovMatrix[] expUnif(int n,
                              double delta,
                              Jama.Matrix leftMat,
                              Jama.Matrix rightMat,
                              int truncate)
Computes leftMat * exp(A x) * rightMat, for all values x= 0, delta, 2delta, 3delta,.... It uses the uniformization algorithm as described in page 60 of Latouche and Ramaswami


expUnif

public MarkovMatrix[] expUnif(double[] times,
                              Jama.Matrix leftMat,
                              Jama.Matrix rightMat,
                              int truncate)
Computes leftMat * exp(A x) * rightMat, for all values x. It uses the uniformization algorithm as described in page 60 of Latouche and Ramaswami


kroneckerSum

public Jama.Matrix kroneckerSum(Jama.Matrix B)

kroneckerSum

public static Jama.Matrix kroneckerSum(Jama.Matrix A,
                                       Jama.Matrix B)

kronecker

public static Jama.Matrix kronecker(Jama.Matrix A,
                                    Jama.Matrix B)

kronecker

public Jama.Matrix kronecker(Jama.Matrix B)

concatCols

public static Jama.Matrix concatCols(Jama.Matrix A,
                                     Jama.Matrix B)

concatRows

public static Jama.Matrix concatRows(Jama.Matrix A,
                                     Jama.Matrix B)

toString

public java.lang.String toString()
Overrides:
toString in class java.lang.Object

toTxt

public java.lang.String toTxt()

toStringRTF

public java.lang.String toStringRTF()

oldExp

public MarkovMatrix oldExp(double x,
                           Jama.Matrix rightMat)