Practice question · True or false
If all eigenvalues of a transition matrix have magnitude greater than 1, the dynamic system converges to a steady state.
Hints
- What does repeated multiplication do to each eigen-direction?
- Magnitude above 1 grows without bound.
Show the answer
False
Why
False. Convergence needs every eigenvalue's magnitude below 1: each application scales its eigen-direction by , so makes that component grow without limit and the system diverges. The largest magnitude decides stability, which is why it alone is worth computing.
Practise Eigenvalues and Eigenvectors
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