MarkovChain: Sparse matrix support #174
Merged
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Extend
MarkovChain
to accept sparse matrix input.Everything was almost straightforward, except the computation of stationary distributions:
gth_solve
, the sparse matrix input is converted to a dense matrix. If the input is a large matrix, this will require a large amount of memory accordingly. Extendinggth_solve
to sparse matrices is highly nontrivial, due to fill-in.