Hi all, I'm trying to check whether a (stochastic/transition) matrix converges, i.e. a function/method that will return True if the input matrix sequence shows convergence and False otherwise. The background is a Markov progress, so the special thing about the transition matrix is the values of elements in each row add up to be 1. Fail to find any relevant build-in methods in Python...
Currently the standard theorem on convergence in Markov chain literature is involved with the properties of aperiodic and connectivity, which I'm not able to implement with Python either... Therefore I'm actually also looking for alternative conditions to check for convergence, and am willing to sacrifice a little bit of precision. If you have any ideas/suggestions on how to examine the convergence of a matrix in general or specifically about this kind of matrices, and are willing to share, that'd be really great. Thx! Zz -- http://mail.python.org/mailman/listinfo/python-list
