A*******s
发帖数: 3942 | 1 Wondering if there is any easy-to-implemented algorithm to get the i-th
stochastic root of a transition matrix. Any reference? |
d********t
发帖数: 9628 | 2 啥叫stochastic root？
【在 A*******s 的大作中提到】
: Wondering if there is any easy-to-implemented algorithm to get the i-th
: stochastic root of a transition matrix. Any reference?
|
L*******t
发帖数: 2385 | 3 同问，在搞markov Chains？
【在 d********t 的大作中提到】
: 啥叫stochastic root？
|
L*******t
发帖数: 2385 | 4 是eigen value？特征值？
【在 A*******s 的大作中提到】
: Wondering if there is any easy-to-implemented algorithm to get the i-th
: stochastic root of a transition matrix. Any reference?
|
L*******t
发帖数: 2385 | 5 http://www.maths.manchester.ac.uk/~lijing/talks/MRSC09.pdf
【在 A*******s 的大作中提到】
: Wondering if there is any easy-to-implemented algorithm to get the i-th
: stochastic root of a transition matrix. Any reference?
|
L*******t
发帖数: 2385 | 6 看上个帖子的方法，是先做Jordan分解，然后求Jordan标准型的Root？
【在 A*******s 的大作中提到】
: Wondering if there is any easy-to-implemented algorithm to get the i-th
: stochastic root of a transition matrix. Any reference?
|
L*******t
发帖数: 2385 | 7 补充一下，如果你的i是偶数，可以用sqrtm函数get the root in a recursive way.
sqrtm是MATLAB函数
【在 L*******t 的大作中提到】
: 看上个帖子的方法，是先做Jordan分解，然后求Jordan标准型的Root？
|
A*******s
发帖数: 3942 | 8 root matrix that has the stochastic (transition) matrix property (row sum=1
and non negative real elements)
【在 d********t 的大作中提到】
: 啥叫stochastic root？
|
A*******s
发帖数: 3942 | 9 thanks a lot. but i don't think this solution guarantees a stochastic root,
but ur reference is helpful.
【在 L*******t 的大作中提到】
: 补充一下，如果你的i是偶数，可以用sqrtm函数get the root in a recursive way.
: sqrtm是MATLAB函数
|
d********t
发帖数: 9628 | 10 啥叫root matrix
1
【在 A*******s 的大作中提到】
: root matrix that has the stochastic (transition) matrix property (row sum=1
: and non negative real elements)
|
A*******s
发帖数: 3942 | 11 if B^i=A, , B and A are both square matrix, B is A's i-th root matrix
【在 d********t 的大作中提到】
: 啥叫root matrix
:
: 1
|
d********t
发帖数: 9628 | 12 以前数学课没学过啊。
【在 A*******s 的大作中提到】
: if B^i=A, , B and A are both square matrix, B is A's i-th root matrix
|
c******0
发帖数: 59 | 13 Well normally when you consider a matrix, the ith root of it is done by:
diagonalize the matrix, into P'AP, where 'means inverse
then you take the ith root of its eigenvalues, say A becomes B
Now the ith root of Matrix is P'BP. This is because P'P = I
I assume the approach is gonna be similar to this problem |
A*******s
发帖数: 3942 | 14 not that trivial, think about complex eigen values
【在 c******0 的大作中提到】
: Well normally when you consider a matrix, the ith root of it is done by:
: diagonalize the matrix, into P'AP, where 'means inverse
: then you take the ith root of its eigenvalues, say A becomes B
: Now the ith root of Matrix is P'BP. This is because P'P = I
: I assume the approach is gonna be similar to this problem
|
