Abstract:Stochastic symmetric matrices with a dominant eigenvalue, 饾泜,can be written as the sum of 位饾泜饾泜 t (where 位 is the first eigenvalue), with a symmetric error matrix E. The information in the stochastic matrix will be condensed in its structured vectors, 位饾泜, and the sum of square of residues, V. When the matrices of a family correspond to the treatments of a base design, we say the family is structured. The action of the factors, which are considered in the base design, on the structure vectors of the family mat… Show more
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