for this markov matrix [9/10 3/5 0] [1/10 3/10 1/2] [0 1/10 1/2] how could i show that the eigenvectors v1 = [30 5 1]¹ V2 = [−2, 1, 1]¹, and v3 = [3, −4, 1]¹ are linearly independent by confirming c1 = c2 = c3 = 0 is a unique solution to the sum from Σ-3(C₁) (V₂) = 0 in terms of a linear combination of a eigenvectors, Find the general solution to the stochastic process at the nth iteration

for this markov matrix [9/10 3/5 0] [1/10 3/10 1/2] [0 1/10 1/2] how could i show that the eigenvectors v1 = [30 5 1]¹ V2 = [−2, 1, 1]¹, and v3 = [3, −4, 1]¹ are linearly independent by confirming c1 = c2 = c3 = 0 is a unique solution to the sum from Σ-3(C₁) (V₂) = 0 in terms of a linear combination of a eigenvectors, Find the general solution to the stochastic process at the nth iteration

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter5: Orthogonality

Section5.3: The Gram-schmidt Process And The Qr Factorization

Problem 6BEXP

See similar textbooks