algorithm_functions.stationary_distribution

algorithm_functions.stationary_distribution(Matrix: ndarray) → ndarray

Calculates the stationary distribution of a transition matrix.

A QR decomposition is used to calculate the stationary distribution.

Parameters:

Matrix (np.ndarray) – A transition matrix.

Raises:

Exception – If the provided matrix is not a transition matrix (if it contains values larger than 1, smaller than 0 or the row sum is not equal to 1).

Returns:

np.ndarray – The stationary distribution.