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Topic: Random numbers generation with variable bound
Replies: 3   Last Post: Jan 16, 2014 6:32 AM

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Posts: 1,717
Registered: 11/8/10
Re: Random numbers generation with variable bound
Posted: Jan 16, 2014 5:03 AM
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"Simone" wrote in message <lb888f$enq$>...
> I need to create a vector of N random numbers x(N) that satisfies the following constraints:
> sum x(i) = s
> lb(i) < x(i) < ub(i) for i ? {1...N}
> where s is a scalar and lb(N) and ub(N) are vectors.
> Note that the lower and the upper bounds are different for each i. I found randfixedsum function but the upper and lower bounds have to be the same for each number.
> How can i solve this problem?

Take a look at
1. Divide your bounds by s
2. Generate a random vector x~ with the code above
3. Set your x to s*x~.

Best wishes

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