Comments (1)
Commit dc5fc0f solves the issue.
Now it is possible to plot the willow tree even if the linear programming algorithm is unable to generate any valid transition matrices in the Markov chain, provided that the number of time steps k > 1.
The same problem will return:
Optimisation could not be terminated with supplied parameters.
Optimisation successful with n = 5 and gamma = 0.360000000.
Total running time: 28.22s
Warning: P[0] wrongly specified.
Replacing with interpolated matrix if possible.
Warning: P[1] wrongly specified.
Replacing with interpolated matrix if possible.
Warning: P[2] wrongly specified.
Replacing with interpolated matrix if possible.
Warning: t has been shortened. T = 0.25
In this case, only vector q
will be plotted.
An analogous case with k = 1 still needs to be addressed in a future commit.
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Related Issues (9)
- Enhancement: Replace wrongly specified transition matrices. HOT 2
- Enhancement: Scrap last matrices in the chain if bad. HOT 1
- Bug: Last replaceable matrix in the chain not replaced; vector t always shortened. HOT 3
- Bug: LP algorithm occasionally returns probabilities outside range. HOT 3
- Enhancement: Scrap first matrices in the chain if bad. HOT 1
- Enhancement: Use Python's multiprocessing to speed up the algorithm.
- Bug: Probabilities on rows of transition matrices do not sum to 1. HOT 1
- Bug: IndexError when P[0] is bad and only one matrix in the chain is well-behaved. HOT 1
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from willowtree.