stochasticmath

Stochastic Matrix Math

This library is based on the most excellent matrix math library by koggdal. It is an extension thereof, and exposes all the same methods/properties as that library. In addition, it exposes the following instance methods:

Meta-data

Information about the matrix itself.

matrix.isStochastic()

Returns true if this is a stochastic matrix and false if not.

matrix.numAbsorptionStates()

Returns the number of absorption states for this matrix.

Matrix parts

A stochastic matrix is divided into four parts:

 Q  |  R
 -------
 0  |  I

t is the number of transient states r is the number of absorption states Q is a t x t matrix R is a non-zero t x r matrix 0 is an r x t matrix of all zeros I is the r x r identity matrix N is the fundamental matrix of the matrix M is the absorption probabilities matrix of the matrix

matrix.Q()

Returns the Q portion of the matrix.

matrix.R()

Returns the R portion of the matrix.

matrix.I()

Returns the I portion of the matrix.

matrix.ZERO()

Returns the 0 portion of the matrix.

matrix.N()

Returns the fundamental matrix of the matrix.

matrix.M()

Returns the absorption probability matrix of the matrix.

Convenience methods

matrix.probability(i,j)

Returns the probability of being absorbed by state j when starting from state i.

matrix.fetch(i,j)

Fetches the value at row i, column j.