Try this
install.packages("expm")
library(expm)
T = matrix(c( 0.8797 , 0.0382 , 0.0527 , 0.0008,
0.0212 , 0.8002 , 0.0041 , 0.0143,
0.0981 , 0.0273 , 0.8802 , 0.0527,
0.0010 , 0.1343 , 0.0630 , 0.9322),
nrow = 4, ncol = 4,byrow = T)
T %^% 200
----- Original Message -----
From: annek <an...@ifm.liu.se>
To: r-help@r-project.org
Cc:
Sent: Wednesday, December 12, 2012 12:49 PM
Subject: [R] Matrix multiplication
Hi,
I have a transition matrix T for which I want to find the steady state matrix
for. This could be approximated by taking T^n , for large n.
T= [ 0.8797 0.0382 0.0527 0.0008
0.0212 0.8002 0.0041 0.0143
0.0981 0.0273 0.8802 0.0527
0.0010 0.1343 0.0630 0.9322]
According to a text book I have T^200 should have reached the steady state L
L =[0.17458813 0.17458813 0.17458813 0.17458813
0.05731902 0.05731902 0.05731902 0.05731902
0.35028624 0.35028624 0.35028624 0.35028624
0.44160126 0.44160126 0.44160126 0.44160126]
I am addressing the problem using a for loop doing matrix multiplication (guess
there might be better ways, please suggest) and find a steady state matrix
after n=30. But if I run the code with n=100 or more I get "Inf" for all
entities in L. Does anyone know why is that?
The code I use look like this
#------------------------------------
rep<-20
T <- Ttest
for(i in 1:rep){
print(i)
T<-T%*%Ttest
Ttest<-T
}
L<-T
print(L)
#----------------------------------
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and provide commented, minimal, self-contained, reproducible code.
