### Highlights fromRandom Vectors with Fixed Sum

5.0

5.0 | 9 ratings Rate this file 41 Downloads (last 30 days) File Size: 8.22 KB File ID: #9700

# Random Vectors with Fixed Sum

19 Jan 2006 (Updated 24 Jan 2006)

Randomly and uniformly generates vectors with a specified sum and values in a specified interval.

### Editor's Notes:

This file was a File Exchange Pick of the Week

File Information
Description

This generates m random n-element column vectors of values, [x1;x2;...;xn], each with a fixed sum, s, and subject to a restriction a<=xi<=b. The vectors are randomly and uniformly distributed in the n-1 dimensional space of solutions. This is accomplished by decomposing that space into a number of different types of simplexes (the many-dimensional generalizations of line segments, triangles, and tetrahedra.) The 'rand' function is used to distribute vectors within each simplex uniformly, and further calls on 'rand' serve to select different types of simplexes with probabilities proportional to their respective n-1 dimensional volumes. This algorithm does not perform any rejection of solutions - all are generated so as to already fit within the prescribed hypercube.

MATLAB release MATLAB 5.2 (R10)
Tags for This File
Everyone's Tags
Tags I've Applied
10 Apr 2013

i am trying to generate 6 random nmbrs within given range and sum:
xmin=[10 10 40 35 130 125];
xmax=[125 150 250 210 325 315];
Pg=randfixedsum(1,6,200,xmin, xmax);
it is giving following error:
?? Error using ==> minus
Matrix dimensions must agree.

Error in ==> randfixedsum at 56
s1 = s - (k:-1:k-n+1); % s1 & s2 will never be negative

Error in ==> busdatas at 47
Qg=randfixedsum(30,1,total(8),xmin, xmax);

can sm1 tell wats wrong..i cnt figure it out..

08 Jun 2012
24 Feb 2012

excellent! well done

24 Feb 2012

excellent! well done

13 Oct 2011

Nice. I'm trying to generate random data within a simplex defined by linear inequality constraints.

Lets say I already have the N vertices of the simplex defined by the inequalities. Is it then correct to first generate a random sample in the interval [0,1] with a sum equal to 1, and then take the inner product of this sample with the vector of vertices?

Something along the lines of:

X = rand(6,2);
k = convhull(X);
plot(X(k,1),X(k,2),'b'), hold on
nv = numel(k)-1; % Nmuber of vertices
X = X(k(1:end-1),:); % Remove repeated first vertex
L = randfixedsum(size(X,1),1000,1,0,1);
Y = L'*X;
plot(Y(:,1),Y(:,2),'r.'), hold off

Maybe I shouldn't trust my vision on this, but the samples don't really look uniformly spread within the simplex. For some reason they only seem to do for a triangle.

Any thoughts?

Thanks

Christophe

27 Feb 2011
12 Jan 2011

Hi when i try to use the function on a very large a array it gives me the following error...

??? Maximum variable size allowed by the program is exceeded.

Error in ==> randfixedsum at 58
w = zeros(n,n+1); w(1,2) = realmax; % Scale for full 'double' range

10 Nov 2010

Respect....

02 Apr 2010

Exactly what I was looking for!!! Many thanks for the great work!!!

03 Apr 2007

Excellent!

01 Sep 2006

very useful! beautiful code!

30 Jan 2006

This took a bit of work to verify uniformity in a slice of an n-dimensional hypercube. I'm now confident that Roger has done what he claimed, having checked samplings in several different dimensions, as well as having thought through the process he used to generate the sampling.