I have two transition matrixes in which the probabilities for the transition between each from state to each to states are recorded. For instance
trans_mat1 is
s1 s2 s3
s1 0.23 0.15 0.26
s2 0.82 0.01 0.01
s3 0.27 0.78 0.08
trans_mat2 is
s1 s2 s3
s1 0.05 0.66 0.44
s2 0.57 0.70 0.12
s3 0.71 0.01 0.28
These are dummy transition matrixes to show an MWE. I am confused how to check if these two transition matrixes show the same transition pribabilities given that s1, s2, and s3 are same in both matrixes?
Can I treat them as a single probability distribution vector and calculate KL divergence using scipy.stats.entropy function ?