Any fast way to compute the fixed vector of a Markov chain transistion matrix?

[samuelandjw]

* I have already posted this in the General Math, but I guess the problem is more like a linear algebra problem.

Currently I am using a rather simple way, to solve vector w from (M-I)w=0 (replace one equation by w1+w2+...wn=1). Is there any faster way to do this? Thank you.

 

[SprucerMoose]

I would calculate the Transition matrix's eigenvector corresponding to \lambda=1.

 

[samuelandjw]

I would calculate the Transition matrix's eigenvector corresponding to \lambda=1.

basically the same as mine.