Hi all:
I have an equation, w*P=w, w means a 1*3 row vector, with unknown elements, but sum of all element is 1, P means a known 3*3 matrix, so how to calculate the w by iml?
thanks!
I hope P` has an eigenvalue of 1.
If so, then w is the eigenvector associated with that eigenvalue:
proc iml;
P = {1.2714 -.1227 0.7243,
-.1227 0.9496 0.0911,
0.7243 0.0911 1.2790};
call eigen(val, vec, P`);
print val vec;
w = vec[,2]; /* second column is eigenvector for 1 */
check = w`*P - w`;
print check;
Thanks.
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