[Python] Matrix convergence

Zhengzheng Pan panzhengzheng at gmail.com
Sun Sep 30 15:10:38 EDT 2007


Hi all,

I'm trying to check whether a (stochastic/transition) matrix
converges, i.e. a function/method that will return True if the input
matrix sequence shows convergence and False otherwise. The background
is a Markov progress, so the special thing about the transition matrix
is the values of elements in each row add up to be 1. Fail to find any
relevant build-in methods in Python...

Currently the standard theorem on convergence in Markov chain
literature is involved with the properties of aperiodic and
connectivity, which I'm not able to implement with Python either...
Therefore I'm actually also looking for alternative conditions to
check for convergence, and am willing to sacrifice a little bit of
precision.

If you have any ideas/suggestions on how to examine the convergence of
a matrix in general or specifically about this kind of matrices, and
are willing to share, that'd be really great.

Thx!

Zz




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