W is a normal stochastic matrix which has non-negative elements and each row sums to 1.
W can be represented by the factorization (a constraint that can be imposed on the particular system):
W = ED
Where E is a symmetric matrix and D is a diagonal matrix.
How can I calculate the eigenvalues and eigenvectors of W?
W will be large and sparse, any advice with regards algorithms would be greatly appreciated.
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