pygpcca.stationary_distribution

pygpcca.stationary_distribution(P)

Compute stationary distribution of stochastic matrix P.

Parameters:

P (Union[ndarray[Any, dtype[Any]], spmatrix]) – The transition matrix (row-stochastic).

Return type:

ndarray[Any, dtype[Any]]

Returns:

: Vector of stationary probabilities.

Notes

The stationary distribution \(\pi\) is the left eigenvector corresponding to the non-degenerate eigenvalue \(\lambda=1\) of a reversible transition matrix \(P\),

\[\pi^T P =\pi^T.\]

References

The code and docstring of this function origins (with some adjustments) from MSMTools, Copyright (c) 2015, 2014 Computational Molecular Biology Group, Freie Universitaet Berlin (GER).