The second eigenvalue of a reducible stochastic matrix

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The magnitude of the second dominant eigenvalue of a reducible matrix, as I know, is supposed to be 1, why it's not the case for this matrix :

$$ \begin{matrix} 0 & 1 & 0 & 0 \\ 0.5 & 0 & 0.5 & 0 \\ 1 & 0 & 0 & 0 \\ 1 & 0 & 0 & 0 \\ \end{matrix} $$

This is a reducible matrix, but the eigenvalues I'm having are these :

(-0.50000, 0.50000i)

( 0.00000, 0.00000i)

( 1.00000, 0.00000i)

(-0.50000,-0.50000i)

As you can see the second dominant eigenvalue is not 1, am I missing something ?