pygpcca.stationary_distribution
- pygpcca.stationary_distribution(P)[source]
- pygpcca.stationary_distribution(P)
- pygpcca.stationary_distribution(P)
Compute stationary distribution of stochastic matrix P.
- Parameters
P (
Union
[ndarray
,spmatrix
]) – The transition matrix (row-stochastic).- Return type
- 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).