% % math495/stat490 -- 03 nov 03 -- djm % % w10ehren.m: PT = [0 1 0 0 0 ; 4 0 2 0 0 ; 0 3 0 3 0 ; 0 0 2 0 4 ; 0 0 0 1 0 ] /4; P = transpose(PT); % eigensolution [evec,eval] = eig(PT); % basis matrix v1 = [1/16 1/4 3/8 1/4 1/16]'; v2 = [1 -4 6 -4 1]'; v3 = [1 0 -2 0 1]'; v4 = [1 2 0 -2 -1]'; v5 = [-1 2 0 -2 1]'; V = [v1 v2 v3 v4 v5]; % example y0 = [1 0 0 0 0]'; a = V\y0;