image thumbnail

Random Vectors with Fixed Sum

version 1.0.0.0 (8.22 KB) by Roger Stafford
Randomly and uniformly generates vectors with a specified sum and values in a specified interval.

8.7K Downloads

Updated 24 Jan 2006

No License

Editor's Note: This file was a File Exchange Pick of the Week

This generates m random n-element column vectors of values, [x1;x2;...;xn], each with a fixed sum, s, and subject to a restriction a<=xi<=b. The vectors are randomly and uniformly distributed in the n-1 dimensional space of solutions. This is accomplished by decomposing that space into a number of different types of simplexes (the many-dimensional generalizations of line segments, triangles, and tetrahedra.) The 'rand' function is used to distribute vectors within each simplex uniformly, and further calls on 'rand' serve to select different types of simplexes with probabilities proportional to their respective n-1 dimensional volumes. This algorithm does not perform any rejection of solutions - all are generated so as to already fit within the prescribed hypercube.

Cite As

Roger Stafford (2021). Random Vectors with Fixed Sum (https://www.mathworks.com/matlabcentral/fileexchange/9700-random-vectors-with-fixed-sum), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: portfolio_sortino_ratio

Community Treasure Hunt

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

Start Hunting!