P=matrix(c(.2,.05,0,0,.7,.1,0,0,.1,.05,1,0,0,.8,0,1) ,nrow = 4)
Q = matrix(c(P[1,1],P[2,1],P[1,2],P[2,2]),nrow = 2)
b3 = c(P[1,3],P[2,3])
b4 = c(P[1,4],P[2,4])
IQ = solve(diag(nrow(Q)) - Q)
Q1b3 = IQ %*% b3
Q1b4 = IQ %*% b4
PS <- matrix(c(rep(0,2*nrow(P)),Q1b3,1,0,Q1b4,0,1), nrow = (nrow(P)))
PS
IQ
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[,1] [,2] [,3] [,4]
[1,] 0 0 0.18248175 0.8175182
[2,] 0 0 0.06569343 0.9343066
[3,] 0 0 1.00000000 0.0000000
[4,] 0 0 0.00000000 1.0000000
[,1] [,2]
[1,] 1.3138686 1.021898
[2,] 0.0729927 1.167883
[,1] [,2] [,3] [,4]
[1,] 0 0 0.18248175 0.8175182
[2,] 0 0 0.06569343 0.9343066
[3,] 0 0 1.00000000 0.0000000
[4,] 0 0 0.00000000 1.0000000
[,1] [,2]
[1,] 1.3138686 1.021898
[2,] 0.0729927 1.167883
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