Random matrices with constraint

1 view (last 30 days)
Tato Khundadze
Tato Khundadze on 12 Oct 2021
Answered: Tato Khundadze on 12 Oct 2021
How to create random matrix with n=100, uniform distribution and with following constraints: 0<aij<1 and sum of columns less than 1. I have codes but they work only for small matricies.
  1 Comment
DGM
DGM on 12 Oct 2021
If I get this right, you have a 100x100 array of uniformly distributed random numbers between 0,1 ... but the column sums are less than 1.
How do you have a uniform distribution on the interval [0 1] such that the mean is 1/100?

Sign in to comment.

Answers (2)

Walter Roberson
Walter Roberson on 12 Oct 2021
t = rand(n, n);
nt = t./sum(t,1);
output = nt.*rand(1,n);
nt is normalized so that the sum of each column is 1. The step after that is to scale to a random sum less than 1. You might want to use a different distribution in that scaling.

Tato Khundadze
Tato Khundadze on 12 Oct 2021
Thanks, you are right. Uniform distribution will not work without scaling. I should consider the maybe Poisson distribution, which would assign lower marginal probabilities to the numbers which are closer to 1.

Categories

Find more on Creating and Concatenating Matrices in Help Center and File Exchange

Products

Community Treasure Hunt

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

Start Hunting!