LINE Solver
MATLAB API documentation
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DRPSolve.m
1% pi = DRPSolve(Q)
2%
3% Computes the stationary solution of a discrete time
4% Markov chain.
5%
6% Parameters
7% ----------
8% P : matrix, shape (M,M)
9% The matrix parameter of the rational process
10%
11% Returns
12% -------
13% pi : row vector, shape (1,M)
14% The vector that satisfies
15% `\pi\, P = \pi, \sum_i \pi_i=1`
16%
17% Notes
18% -----
19% Discrete time rational processes are like discrete time
20% Markov chains, but the P matrix does not have to pass
21% the :func:`CheckProbMatrix` test (but the rowsums still
22% have to be ones).
23
24function pi = DRPSolve (P)
25
26 pi = CRPSolve(P-eye(size(P)));
27end