Path: news.mathworks.com!not-for-mail From: <HIDDEN> Newsgroups: comp.soft-sys.matlab Subject: Re: Generate random matrix with constraints Date: Tue, 16 Nov 2010 20:30:06 +0000 (UTC) Organization: The Mitre Corp Lines: 29 Message-ID: <ibupke$hgu$1@fred.mathworks.com> References: <ibu6dc$elk$1@fred.mathworks.com> <ibui0l$50m$1@fred.mathworks.com> <ibup5c$hmr$1@fred.mathworks.com> Reply-To: <HIDDEN> NNTP-Posting-Host: webapp-05-blr.mathworks.com Content-Type: text/plain; charset=UTF-8; format=flowed Content-Transfer-Encoding: 8bit X-Trace: fred.mathworks.com 1289939406 17950 172.30.248.35 (16 Nov 2010 20:30:06 GMT) X-Complaints-To: news@mathworks.com NNTP-Posting-Date: Tue, 16 Nov 2010 20:30:06 +0000 (UTC) X-Newsreader: MATLAB Central Newsreader 2318 Xref: news.mathworks.com comp.soft-sys.matlab:687397 "Ryan " <rtang@axiomvaluation.com> wrote in message <ibup5c$hmr$1@fred.mathworks.com>... > "Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid> wrote in message <ibui0l$50m$1@fred.mathworks.com>... > > "Ryan " <rtang@axiomvaluation.com> wrote in message <ibu6dc$elk$1@fred.mathworks.com>... > > > ....... > > > I want to generate a random, let's say, 5 by 5 matrix, with one constraint that the sum of each row of the matrix is 1. > > > ..,.... > > - - - - - - - - - - - > > To merely place a constraint on random variables leaves much unsaid. There needs to be specified some underlying statistical distribution to the random variables and then the constraint imposed on this distribution as a conditional probability. For example you might have said that the elements of your matrix are to be independent normal with some mean and variance but then the constraint of a fixed row sum imposed as conditional probability. Or you could say that each element is to be uniformly distributed between -10 and +10 but with the condition of row sums fixed at 0 (in which case you might make use of my 'randfixedsum'.) Or you might say they are each uniformly distributed between 0 and 1 but that you will always normalize by dividing by their sum so as to obtain a sum of 1. In this case there will be a skewing towards the center which becomes increasingly evident as the > > number of elements in the row increases. > > > > Roger Stafford > > Roger, > > Thanks for getting back! > > I should have asked the question better. > > In this matrix that I mentioned above, I need each element varies from -1 to 1. I don't care about what kind of distribution are these elements from. The only constraint here for each row is that they need to sum up to 1. > > What's the best way to structure that? OK, so what was wrong with Steven Lord's previous reply? > > Thanks > > Ryan