| Safe Haskell | None |
|---|---|
| Language | GHC2024 |
Circuit.Inference.LinearSolve
Description
Finite-state stationary distribution via linear solve.
A 3-state Markov chain transition matrix P. The stationary distribution π satisfies π·P = π with Σπ = 1. Oracle: power iteration converges to exact solution within 1e-12.
Synopsis
- transition :: [[Double]]
- exactStationary :: [Double]
- powerIteration :: [Double]
Documentation
transition :: [[Double]] Source #
3-state transition matrix: rows sum to 1.
exactStationary :: [Double] Source #
Exact stationary distribution: solved from π·(P-I) = 0, Σπ = 1. π = [0.25, 0.5, 0.25]
powerIteration :: [Double] Source #
Power iteration converges to stationary distribution.