File Exchange

image thumbnail

Fast algorithm for generating doubly-stochasstic matrices

version 1.0.0.0 (1.36 KB) by Itamar Cohen
A simple and fast algorithm for generating doubly-stochasstic matrices

1 Download

Updated 14 Sep 2006

No License

A simple and fast algorithm for generating doubly-stochasstic matrices.
(matrices, where the sum of each column and each row is exactly 1).
Each matrix is chosen uniformly from the space of all NxN doubly-stochasstic
matrices.
Note: the generated matrices are indeed doubly-stochastic, but it's not
proved / checked yet that the algoithm indeed gnereate the matrices UAR.

Simple algorithm for generating doubly-stochastic matrices
(matrices, where the sum of each column and each row is exactly 1).
The algorithm:
1. set an NxN matrix TM s.t TM[i,j] = 1/N for each 1<=i,j<=N.
2. for X number of iterations:
3. Draw i1, j1, i2, j2 UAR on [1,...,N].
4. Draw d UAR on (0, min {TM[i1, j1], TM[i2, j2]}).
5. M[i1,j1] <= M[i1,j1] - d;
6. M[i2,j2] <= M[i2,j2] - d;
7. M[i1,j2] <= M[i1,j2] + d;
8. M[i2,j1] <= M[i2,j1] + d;

Cite As

Itamar Cohen (2021). Fast algorithm for generating doubly-stochasstic matrices (https://www.mathworks.com/matlabcentral/fileexchange/12267-fast-algorithm-for-generating-doubly-stochasstic-matrices), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (0)

MATLAB Release Compatibility
Created with R14SP1
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!