atmarkov.hpp File Reference

Markov transition matrix manipulation. More...

#include <list>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_vector_int.h>
#include <gsl/gsl_matrix.h>
#include <Eigen/Dense>
#include <Eigen/Sparse>
#include <ATSuite/atmatrix.hpp>

Go to the source code of this file.

Macros
#define	plog2p(x)   ( (x) > 0.0 ? (x) * log(x) / log(2) : 0.0 )
	Calculates the log of x by x.

Typedefs
typedef SparseMatrix< double, RowMajor >	SpMatCSR
	Eigen CSR matrix of double type.
typedef SparseMatrix< int, RowMajor >	SpMatIntCSR
	Eigen CSR matrix of integer type.
typedef SparseMatrix< double, ColMajor >	SpMatCSC
	Eigen CSC matrix of double type.
typedef SparseMatrix< bool, ColMajor >	SpMatCSCBool
	Eigen CSC matrix of boolean type.

Functions
void	toRightStochastic (SpMatCSC *T)
	Make an Eigen CSC matrix right stochastic. More...
void	toRightStochastic (SpMatCSR *T)
	Make an Eigen CSR matrix right stochastic. More...
void	toLeftStochastic (SpMatCSR *T)
	Make an Eigen CSR matrix left stochastic. More...
void	toAndStochastic (SpMatCSR *T)
	Make an Eigen CSR matrix and stochastic. More...
void	toAndStochastic (SpMatCSC *T)
	Make an Eigen CSC matrix and stochastic. More...
void	filterTransitionMatrix (SpMatCSR *T, gsl_vector *rowCut, gsl_vector *colCut, double tol, int norm)
	Remove weak nodes from a transition matrix. More...

Detailed Description

ATSuite Markov transition matrix manipulation routines.

Definition in file atmarkov.hpp.

Function Documentation

void filterTransitionMatrix	(	SpMatCSR *	T,
		gsl_vector *	rowCut,
		gsl_vector *	colCut,
		double	tol,
		int	norm
	)

Remove weak nodes from a transition matrix based on initial and final probability of each Markov state.

Parameters

[in,out]	T	The Eigen CSR transition matrix to filter.
[in]	rowCut	The probability distribution associated with each row.
[in]	colCut	The probability distribution associated with each column.
[in]	tol	Probability under which Markov states are removed.
[in]	norm	Choice of normalization, norm = 0: normalize over all elements, norm = 1: to right stochastic, norm = 2: to left stochastic, no normalization for any other choice.

Definition at line 173 of file atmarkov.hpp.

References normalizeVector(), toAndStochastic(), toLeftStochastic(), and toRightStochastic().

void toAndStochastic

(

SpMatCSR *

T

)

Make an Eigen CSR matrix and stochastic by normalizing it by the sum of its elements.

Parameters

[in]

T

Eigen CSR matrix to make stochastic.

Definition at line 126 of file atmarkov.hpp.

References getSum().

Referenced by filterTransitionMatrix().

void toAndStochastic

(

SpMatCSC *

T

)

Make an Eigen CSC matrix and stochastic by normalizing it by the sum of its elements.

Parameters

[in]

T

Eigen CSC matrix to make stochastic.

Definition at line 143 of file atmarkov.hpp.

void toLeftStochastic

(

SpMatCSR *

T

)

Make an Eigen CSR matrix left stochastic by normalizing each column by the sum of its elements.

Parameters

[in]

T

Eigen CSR matrix to make stochastic.

Definition at line 101 of file atmarkov.hpp.

Referenced by filterTransitionMatrix(), and Grid::~Grid().

void toRightStochastic

(

SpMatCSC *

T

)

Make an Eigen CSC matrix right stochastic by normalizing each row by the sum of its elements.

Parameters

[in]

T

Eigen CSC matrix to make stochastic.

Definition at line 55 of file atmarkov.hpp.

Referenced by filterTransitionMatrix().

void toRightStochastic

(

SpMatCSR *

T

)

Make an Eigen CSR matrix right stochastic by normalizing each row by the sum of its elements.

Parameters

[in]

T

Eigen CSR matrix to make stochastic.

Definition at line 80 of file atmarkov.hpp.

References getRowSum(), and normalizeRows().