I want to multiply an initial vector p_t0 by a matrix P. The vector and matrix are specified below. If I simply do p = p_t0*P I get my first set of answers which is what I want but I want to repeat the procedure 50 times (for t=[1 50]). Any ideas on how I can do this? I attempted it below but kept getting an error saying "the number of elements in A and B must be the same."
h = 0.5;u = 0.3; P = [1-h h 0 0 0 ; ... u 1-h-u h 0 0; ... 0 u 1-h-u h 0; ... 0 0 u 1-h-u h; ... 0 0 0 u 1-u;];%Initialize initial probability vector
p0_t0 = 0.2;p1_t0 = 0.2;p2_t0 = 0.2;p3_t0 = 0.2;p4_t0 = 0.2;p_t0 = [p0_t0 p1_t0 p2_t0 p3_t0 p4_t0];p = p_t0*P %initial vector produced at time of 0
tf = 50for t = 2:tf+1 p(1) = p_t0*P p(t) = p(t-1)*P;end
Best Answer