Solve system of Linear Equations with Constraints.

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atharva aalok
atharva aalok on 12 Nov 2021
Edited: Matt J on 12 Nov 2021
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
@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.

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