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update primitive matrices
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lectures/eigen_II.md

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@@ -36,23 +36,32 @@ between nonnegativity and eigenvalues.
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## Nonnegative Matrices
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Let $a^{k}_{ij}$ be element $(i,j)$ of $A^k$.
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An $n \times m$ matrix $A$ is called **nonnegative** if every element of $A$
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is nonnegative, i.e., $a_{ij} \geq 0$ for every $i,j$.
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We denote this as $A \geq 0$.
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### Primitive Matrices
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Let $A$ be a square nonnegative matrix and let $A^k$ be the $k^{th}$ power of A.
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A matrix is consisdered **primitive** if there exists a $k \in \mathbb{N}$ such that $A^k$ is everywhere positive.
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It means that $A$ is called primitive if there is an integer $k \geq 0$ such that $a^{k}_{ij} > 0$ for *all* $(i,j)$.
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This concept is closely related to irreducible matrices.
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### Irreducible Matrices
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We have (informally) introduced irreducible matrices in the Markov chain lecture (TODO: link to Markov chain lecture).
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Here we will introduce this concept formally.
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Let $A$ be a square nonnegative matrix and let $A^k$ be the $k^{th}$ power of A.
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$A$ is called **irreducible** if for *each* $(i,j)$ there is an integer $k \geq 0$ such that $a^{k}_{ij} > 0$.
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Let $a^{k}_{ij}$ be element $(i,j)$ of $A^k$.
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$A$ is called **irreducible** if for each $(i,j)$ there is an integer $k \geq 0$ such that $a^{k}_{ij} > 0$.
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We can see that if a matrix is primitive, then it implies the matrix is irreducible.
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A matrix $A$ that is not irreducible is called reducible.
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3. $A = \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix}$ is reducible since $A^k = A$ for all $k \geq 0$ and thus
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$a^{k}_{12},a^{k}_{21} = 0$ for all $k \geq 0$.
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4. We have seen examples of irreducible matrices where each state has a positive probability to be reached.
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### Left and Right Eigenvectors
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### The Perron-Frobenius Theorem

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