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Add comment on power method for steady-state computation

master
Steffen Märcker 8 years ago
committed by Dave Parker
parent
commit
9a3f5f4bbf
  1. 6
      prism/src/mtbdd/PM_StochSteadyState.cc

6
prism/src/mtbdd/PM_StochSteadyState.cc

@ -77,7 +77,11 @@ jint num_cvars
Cudd_Ref(diags);
q = DD_Apply(ddman, APPLY_PLUS, trans, DD_Apply(ddman, APPLY_TIMES, DD_Identity(ddman, rvars, cvars, num_rvars), diags));
// if we are going to solve with the power method, we have to modify the matrix a bit
// If we are going to solve with the power method, we have to modify the matrix a bit
// in order to guarantee convergence. Hence, we compute the iteration matrix
// a = q * deltaT + I
// where I is the identity matrix.
// Please refer to "William J. Stewart: Introduction to the Numerical Solution of Markov Chains" p. 124. for details.
if (lin_eq_method == LIN_EQ_METHOD_POWER) {
// choose deltat
deltat = -0.99 / DD_FindMin(ddman, diags);

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