jphase
Class MarkovMatrix

java.lang.Object
  Jama.Matrix
      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)