def stationary_distribution_from_eigenvector(T):
    r"""Compute stationary distribution of stochastic matrix T.

    The stationary distribution is the left eigenvector corresponding to the
    non-degenerate eigenvalue :math: `\lambda=1`.

    Input:
    ------
    T : numpy array, shape(d,d)
        Transition matrix (stochastic matrix).

    Returns
    -------
    mu : numpy array, shape(d,)
        Vector of stationary probabilities.

    """
    val, L = eig(T, left=True, right=False)

    """ Sorted eigenvalues and left and right eigenvectors. """
    perm = np.argsort(val)[::-1]

    val = val[perm]
    L = L[:, perm]
    """ Make sure that stationary distribution is non-negative and l1-normalized """
    nu = np.abs(L[:, 0])
    mu = nu / np.sum(nu)
    return mu
r"""Compute stationary distribution of stochastic matrix T.

    The stationary distribution is the left eigenvector corresponding to the
    non-degenerate eigenvalue :math: `\lambda=1`.

    Input:
    ------
    T : numpy array, shape(d,d)
        Transition matrix (stochastic matrix).

    Returns
    -------
    mu : numpy array, shape(d,)
        Vector of stationary probabilities.