Stochastic Matrices and the Steady State
personal.math.ubc.ca › ~tbjw › ilaHere is how to compute the steady-state vector of A . Find any eigenvector v of A with eigenvalue 1 by solving ( A − I n ) v = 0. Divide v by the sum of the entries of v to obtain a normalized vector w whose entries sum to 1. This vector automatically has positive entries. It is the unique normalized steady-state vector for the stochastic matrix.
Matrix calculator
matrixcalc.org › enWith help of this calculator you can: find the matrix determinant, the rank, raise the matrix to a power, find the sum and the multiplication of matrices, calculate the inverse matrix. Just type matrix elements and click the button. Leave extra cells emptyto enter non-square matrices.