Algorithms for approximating a stochastic pth root of a stochastic matrix using Riemannian optimization.
The code uses the optimization algorithms on Riemannian manifold from the Manopt library. The library is included as a git submodule. The code can be obtained from this repository by doing
git clone --recurse-submodules git@github.com:Cirdans-Home/approximate-embedded-markov.git
Older versions of gith may need to do:
git clone --recursive git@github.com:Cirdans-Home/approximate-embedded-markov.git
If none of this works
git clone git@github.com:Cirdans-Home/approximate-embedded-markov.git
cd approximate-embedded-markov
git submodule update --init --recursive
In accordance with the Manopt library, the new code is released under the GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007 (GPL3).