// markov operation
public void DoBackward(double t, double[] x, int right, double[] prob)
{
//int right;
//if (t > maxt)
//{
// right = setMaxT(t);
//}
//else
//{
// right = PoiDist.getRightBound(lambda * t, epsi);
//}
double weight = PoiDist.CompProb(Lambda * t, 0, right, prob);
Blas.Dcopy(ndim, x, xi);
Blas.Fill(ndim, x, 0.0);
Blas.Daxpy(ndim, prob[0], xi, x);
for (int l = 1; l <= right; l++)
{
Blas.Dcopy(ndim, xi, tmp);
DgemvNoTrans(1.0, tmp, 0.0, xi);
Blas.Daxpy(ndim, prob[l], xi, x);
}
Blas.Dscal(ndim, 1.0 / weight, x);
}
public void DoSojournForward(double t, double[] f, double[] b, double[] h, int right, double[] prob, double[][] vc)
{
//int right;
//if (t > maxt)
//{
// right = setMaxT(t);
//}
//else
//{
// right = PoiDist.getRightBound(lambda * t, epsi);
//}
double weight = PoiDist.CompProb(Lambda * t, 0, right + 1, prob);
// forward and backward
Blas.Fill(ndim, vc[right + 1], 0.0);
Blas.Daxpy(ndim, prob[right + 1], b, vc[right + 1]);
for (int l = right; l >= 1; l--)
{
DgemvNoTrans(1.0, vc[l + 1], 0.0, vc[l]);
Blas.Daxpy(ndim, prob[l], b, vc[l]);
}
Blas.Dcopy(ndim, f, xi);
Blas.Fill(ndim, f, 0.0);
Blas.Daxpy(ndim, prob[0], xi, f);
Blas.Fill(ndim * 2, h, 0.0);
Dger(1.0, xi, vc[1], h);
for (int l = 1; l <= right; l++)
{
Blas.Dcopy(ndim, xi, tmp);
DgemvTrans(1.0, tmp, 0.0, xi);
Blas.Daxpy(ndim, prob[l], xi, f);
Dger(1.0, xi, vc[l + 1], h);
}
Blas.Dscal(ndim, 1.0 / weight, f);
Blas.Dscal(ndim * 2, 1.0 / Lambda / weight, h);
}