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Topic: Generate random numbers with fixed sum and different constraints
Replies: 25   Last Post: Sep 17, 2013 2:28 AM

 Messages: [ Previous | Next ]
 Greg Heath Posts: 6,387 Registered: 12/7/04
Re: Generate random numbers with fixed sum and different constraints
Posted: Nov 17, 2012 9:05 PM

"Roger Stafford" wrote in message <k88l7g\$7tm\$1@newscl01ah.mathworks.com>...
> "Greg Heath" <heath@alumni.brown.edu> wrote in message <k87s11\$h6u\$1@newscl01ah.mathworks.com>...
> > "Dmitrey Yershov" <pierrevanstulov@mail.ru> wrote in message <k80995\$9eo\$1@newscl01ah.mathworks.com>...
> > > Hello. I need to generate non-negative rundom numbers sum of which is equal to 1. Each number xi is constrained: ai<=xi<=bi. How can I do this? Similar question was solved here
> > >
> > > http://www.mathworks.com/matlabcentral/fileexchange/9700
> > >
> > > but in this alghorithm a<=xi<=b (a and b are the same for all xi). Any ideas?

> >
> > Z = a + (b-a)*rand(m,n);
> >
> > sumZ = repmat(sum(Z),m,1);
> >
> > I'll let you figure out the rest.
> >
> > Hope this helps
> >
> > Greg

> - - - - - - - - - -
> I'd like to know the answer to that too, Greg. Suppose your m = 3, n = 1, a = 0, and b = 2/3, and suppose z comes up randomly with z = [.6;.1;.1] as is possible. How is that point supposed to be projected onto a plane so as to have a sum of 1? A simple division by its sum(z) = .8 gives [.75;.125;.125] which exceeds the stated limit.

WHOOPS! Silly mistake.

Greg

P.S. The OP did not indicate that the number of points is specified. Was that an unintended omission?

Date Subject Author
11/14/12 Dmitrey Yershov
11/17/12 Greg Heath
11/17/12 Roger Stafford
11/17/12 Bruno Luong
11/17/12 Roger Stafford
11/18/12 Dmitrey Yershov
11/18/12 Bruno Luong
11/19/12 Bruno Luong
11/19/12 Dmitrey Yershov
11/19/12 Bruno Luong
11/19/12 Dmitrey Yershov
11/19/12 Bruno Luong
11/19/12 Bruno Luong
11/19/12 Roger Stafford
11/20/12 Bruno Luong
11/20/12 Bruno Luong
11/20/12 Roger Stafford
11/21/12 Bruno Luong
11/21/12 james bejon
11/20/12 james bejon
9/17/13 JS Hong
9/17/13 JS Hong
11/19/12 David Epstein
11/19/12 Roger Stafford
11/20/12 Bruno Luong
11/17/12 Greg Heath