Solve system of Linear Equations with Constraints.
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I have the following system of equations with a constraint:
n equations with n unknowns


Here
are all known. (Its a known n*n matrix of values).

How do I find all the
(vector of
's)?


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Accepted Answer
Matt J
on 12 Nov 2021
Edited: Matt J
on 12 Nov 2021
[V,e]=eig(P.','vector');
[~,imin]=min(abs(e-1));
piVector=V(:,imin)/sum(V(:,imin));
1 Comment
Matt J
on 12 Nov 2021
Edited: Matt J
on 12 Nov 2021
@atharva aalok Though you haven't mentioned it, I'm assuming P is a stochastic matrix. Otherwise, there is no guarantee the equations have a solution.
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