MATLAB Central Newsreader - Random matrix/normal distribution

Random matrix/normal distribution

Michael Grosswald — Tue, 29 Sep 2009 20:07:02 -0400

I'm trying to generate random matrices whose entries are from the normal distribution.

Something like this:

(1/(sqrt(2*pi)))*exp(-(1+99*rand(5))^2/2)

Isn't going to work because squaring a matrix doesn't square each entry. How can I correct this or am I going about this the wrong way.

I'm still a MATLAB beginner so go easy on me!

Re: Random matrix/normal distribution

dpb — Tue, 29 Sep 2009 20:09:13 -0400

Michael Grosswald wrote:
> I'm trying to generate random matrices whose entries are from the normal distribution.
>
> Something like this:
>
> (1/(sqrt(2*pi)))*exp(-(1+99*rand(5))^2/2)
>
> Isn't going to work because squaring a matrix doesn't square each
> entry. How can I correct this or am I going about this the wrong way.

> I'm still a MATLAB beginner so go easy on me!

Well,

lookfor normal

returns

>> lookfor normal
RANDN Normally distributed random numbers.
...
SPRANDN Sparse normally distributed random matrix.
...

which might look interesting... :)

As for the question on squaring terms in an array (or vector), look at
".*" instead of "*"

--

Re: Random matrix/normal distribution

Doug Hull — Tue, 29 Sep 2009 20:14:02 -0400

A .^ 2

This will take your matrix and square it element by element.

.* is similar.

Doug

"Michael Grosswald" <michaelgrosswald@yahoo.co.uk> wrote in message <h9tpd6$bh9$1@fred.mathworks.com>...
> I'm trying to generate random matrices whose entries are from the normal distribution.
>
> Something like this:
>
> (1/(sqrt(2*pi)))*exp(-(1+99*rand(5))^2/2)
>
> Isn't going to work because squaring a matrix doesn't square each entry. How can I correct this or am I going about this the wrong way.
>
> I'm still a MATLAB beginner so go easy on me!

Re: Random matrix/normal distribution

Michael Grosswald — Tue, 29 Sep 2009 21:20:04 -0400

Thanks a lot to both of you.

Re: Random matrix/normal distribution

Tom Lane — Wed, 30 Sep 2009 14:32:19 -0400

> I'm trying to generate random matrices whose entries are from the normal
> distribution.
>
> Something like this:
>
> (1/(sqrt(2*pi)))*exp(-(1+99*rand(5))^2/2)
>
> Isn't going to work because squaring a matrix doesn't square each entry.
> How can I correct this or am I going about this the wrong way.

Michael, if you square the matrix, this will give you values of the normal
density function evaluated at random points. I encourage you to try the
advice from dbp instead of squaring the matrix in this formula.

-- Tom