Solve system of Linear Equations with Constraints.

10 views (last 30 days)
I have the following system of equations with a constraint:
n equations with n unknowns
Here are all known. (Its a known n*n matrix of values).
How do I find all the (vector of 's)?

Accepted Answer

Matt J
Matt J on 12 Nov 2021
Edited: Matt J on 12 Nov 2021
[V,e]=eig(P.','vector');
[~,imin]=min(abs(e-1));
piVector=V(:,imin)/sum(V(:,imin));
  1 Comment
Matt J
Matt J on 12 Nov 2021
Edited: Matt J on 12 Nov 2021
@atharva aalok Though you haven't mentioned it, I'm assuming P is a stochastic matrix. Otherwise, there is no guarantee the equations have a solution.

Sign in to comment.

More Answers (0)

Categories

Find more on Symbolic Math Toolbox in Help Center and File Exchange

Products


Release

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!