Recent content by NewStudent200

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    Exponential of (Markov Chain) Transition matrix

    Cool. Thanks a lot! Thinking about matrices a little further. How does one raise a matrix to a decimal power. I know that in the case of an integer power: X^n = S.M^n.S^-1 where S is the eigen vector matrix and M is the matrix with eigen values along the diagonal. Now if n is non...
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    Exponential of (Markov Chain) Transition matrix

    Thanks. But I have trouble visualizing this for a matrix. Is there aproof somewhere, or a text that you can recommend which gives examples and talks about the applications of taking exponentials or logs of matrices? Many thanks,
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    Exponential of (Markov Chain) Transition matrix

    Hi, I have a (markov chain) transition matrix X which I understand. In particular each row of this matrix sums to 1. I have used this transition matrix to construct it's generator, Y. I.e. Y is the continuously compounded transition matrix, X = exp(Y) X*X = exp(2Y), etc both X and Y...
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    Can I use back substitution to invert a matrix?

    Great. Thanks very much. Is there a particular algorithm that is recommended for a triangular matrix? Regards,
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    Can I use back substitution to invert a matrix?

    Hello all, Say I had n equations, with n variables, so that C1 = C1(f1), C1 is a funtion of f1 only C2 = C2(f1, f2), C2 is a function of f1 and f2 ... Cn = Cn(f1, f2...fn), Cn is a function of all n vairables I can calculate the matrix dC/ df where each line is the derivative of Ci...
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