function rdl_decomposition

deeptime.markov.tools.analysis.rdl_decomposition(T, k=None, norm='auto', ncv=None, reversible=False, mu=None)

Compute the decomposition into eigenvalues, left and right eigenvectors.

Parameters:

  • T ((M, M) ndarray or sparse matrix) – Transition matrix

  • k (int (optional)) – Number of eigenvector/eigenvalue pairs

  • norm ({'standard', 'reversible', 'auto'}, optional) –

    which normalization convention to use

    norm

    ’standard’

    LR = Id, is a probabilitydistribution, the stationary distributionof T. Right eigenvectors Rhave a 2-norm of 1

    ’reversible’

    R and L are related via L[0, :]*R

    ’auto’

    reversible if T is reversible, else standard.

  • ncv (int (optional)) – The number of Lanczos vectors generated, ncv must be greater than k; it is recommended that ncv > 2*k

  • reversible (bool, optional) – Indicate that transition matrix is reversible

  • mu ((M,) ndarray, optional) – Stationary distribution of T

Returns:

  • R ((M, M) ndarray) – The normalized (“unit length”) right eigenvectors, such that the column R[:,i] is the right eigenvector corresponding to the eigenvalue w[i], dot(T,R[:,i])``=``w[i]*R[:,i]

  • D ((M, M) ndarray) – A diagonal matrix containing the eigenvalues, each repeated according to its multiplicity

  • L ((M, M) ndarray) – The normalized (with respect to R) left eigenvectors, such that the row L[i, :] is the left eigenvector corresponding to the eigenvalue w[i], dot(L[i, :], T)``=``w[i]*L[i, :]

Examples

>>> import numpy as np
>>> from deeptime.markov.tools.analysis import rdl_decomposition

>>> T = np.array([[0.9, 0.1, 0.0], [0.5, 0.0, 0.5], [0.0, 0.1, 0.9]])
>>> R, D, L = rdl_decomposition(T)

Matrix with right eigenvectors as columns

>>> R  
array([[ 1.00000000e+00,  1.04880885e+00,  3.16227766e-01]...

Diagonal matrix with eigenvalues

>>> D
array([[ 1. ,  0. ,  0. ],
       [ 0. ,  0.9,  0. ],
       [ 0. ,  0. , -0.1]])

Matrix with left eigenvectors as rows

>>> L 
array([[ 4.54545455e-01,  9.09090909e-02,  4.54545455e-01]...