butools.mc.DTMCSolve ==================== .. currentmodule:: butools.mc .. np:function:: DTMCSolve .. list-table:: :widths: 25 150 * - Matlab: - :code:`pi = DTMCSolve(Q)` * - Mathematica: - :code:`pi = DTMCSolve[Q]` * - Python/Numpy: - :code:`pi = DTMCSolve(Q)` Computes the stationary solution of a discrete time Markov chain. Parameters ---------- P : matrix, shape (M,M) The transition probability matrix of the Markov chain Returns ------- pi : row vector, shape (1,M) The vector that satisfies :math:`\pi\, P = \pi, \sum_i \pi_i=1` Notes ----- The procedure raises an exception if :code:`butools.checkInput` is set to :code:`true` and :func:`CheckProbMatrix` (P) fails. Examples ======== For Matlab: >>> Q = [0.1, 0.5, 0.4; 0.9, 0.1, 0; 0.3, 0.3, 0.4]; >>> ret = DTMCSolve(Q); >>> disp(ret); 0.40909 0.31818 0.27273 >>> disp(ret*Q-ret); -5.5511e-17 5.5511e-17 5.5511e-17 For Mathematica: >>> Q = {{0.1, 0.5, 0.4},{0.9, 0.1, 0},{0.3, 0.3, 0.4}}; >>> ret = DTMCSolve[Q]; >>> Print[ret]; {0.4090909090909091, 0.3181818181818182, 0.2727272727272727} >>> Print[ret.Q-ret]; {-5.551115123125783*^-17, 0., 5.551115123125783*^-17} For Python/Numpy: >>> Q = ml.matrix([[0.1, 0.5, 0.4],[0.9, 0.1, 0],[0.3, 0.3, 0.4]]) >>> ret = DTMCSolve(Q) >>> print(ret) [[ 0.40909 0.31818 0.27273]] >>> print(ret*Q-ret) [[ -5.55112e-17 0.00000e+00 5.55112e-17]]