def rdl_decomposition_nrev(T, norm='standard'):
    r"""Decomposition into left and right eigenvectors.

    Parameters
    ----------
    T : (M, M) ndarray
        Transition matrix
    norm: {'standard', 'reversible'}
        standard: (L'R) = Id, L[:,0] is a probability distribution,
            the stationary distribution mu of T. Right eigenvectors
            R have a 2-norm of 1
        reversible: R and L are related via L=L[:,0]*R

    Returns
    -------
    R : (M, M) ndarray
        The normalized (with respect to L) right eigenvectors, such that the
        column R[:,i] is the right eigenvector corresponding to the eigenvalue
        w[i], dot(T,R[:,i])=w[i]*R[:,i]
    D : (M, M) ndarray
        A diagonal matrix containing the eigenvalues, each repeated
        according to its multiplicity
    L : (M, M) ndarray
        The normalized (with respect to `R`) left eigenvectors, such that the
        row ``L[i, :]`` is the left eigenvector corresponding to the eigenvalue
        ``w[i]``, ``dot(L[i, :], T)``=``w[i]*L[i, :]``


    """
    d = T.shape[0]
    w, R = eig(T)

    """Sort by decreasing magnitude of eigenvalue"""
    ind = np.argsort(np.abs(w))[::-1]
    w = w[ind]
    R = R[:, ind]

    """Diagonal matrix containing eigenvalues"""
    D = np.diag(w)

    # Standard norm: Euclidean norm is 1 for r and LR = I.
    if norm == 'standard':
        L = solve(np.transpose(R), np.eye(d))

        """l1- normalization of L[:, 0]"""
        R[:, 0] = R[:, 0] * np.sum(L[:, 0])
        L[:, 0] = L[:, 0] / np.sum(L[:, 0])

        return R, D, np.transpose(L)

    # Reversible norm:
    elif norm == 'reversible':
        b = np.zeros(d)
        b[0] = 1.0

        A = np.transpose(R)
        nu = solve(A, b)
        mu = nu / np.sum(nu)

        """Ensure that R[:,0] is positive"""
        R[:, 0] = R[:, 0] / np.sign(R[0, 0])

        """Use mu to connect L and R"""
        L = mu[:, np.newaxis] * R

        """Compute overlap"""
        s = np.diag(np.dot(np.transpose(L), R))

        """Renormalize left-and right eigenvectors to ensure L'R=Id"""
        R = R / np.sqrt(s[np.newaxis, :])
        L = L / np.sqrt(s[np.newaxis, :])

        return R, D, np.transpose(L)

    else:
        raise ValueError("Keyword 'norm' has to be either 'standard' or 'reversible'")
r"""Decomposition into left and right eigenvectors.

    Parameters
    ----------
    T : (M, M) ndarray
        Transition matrix
    norm: {'standard', 'reversible'}
        standard: (L'R) = Id, L[:,0] is a probability distribution,
            the stationary distribution mu of T. Right eigenvectors
            R have a 2-norm of 1
        reversible: R and L are related via L=L[:,0]*R

    Returns
    -------
    R : (M, M) ndarray
        The normalized (with respect to L) right eigenvectors, such that the
        column R[:,i] is the right eigenvector corresponding to the eigenvalue
        w[i], dot(T,R[:,i])=w[i]*R[:,i]
    D : (M, M) ndarray
        A diagonal matrix containing the eigenvalues, each repeated
        according to its multiplicity
    L : (M, M) ndarray
        The normalized (with respect to `R`) left eigenvectors, such that the
        row ``L[i, :]`` is the left eigenvector corresponding to the eigenvalue
        ``w[i]``, ``dot(L[i, :], T)``=``w[i]*L[i, :]``