Entrop

ENTROP implements a special version of the algorithm for entropy maximization.

ENTROP implements a special version of the algorithm for entropy maximization according to Blien, Graef (1997). It calculates the vector X, which has the maximum relative entropy with respect to the a given a priori vector U, under the constraints defined by A, b and t. It is a special version of the general Entrop-algorithm, as it allows only for constraints of the following forms:

1.sum[a(i)]==b with i=1...N(k)<=M (t= 0)
2.sum[a(i)]>=b with i=1...N(k)<=M (t= 1)
3.sum[a(i)]<=b with i=1...N(k)<=M (t=-1)

where k refers to the k-the of the 1...K constraints and M defines the length of the a priori vector U, and t indicates the type of constraint.