matrix multiplication with probability
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Santhosh Chandrasekar
2018 年 2 月 11 日
コメント済み: Santhosh Chandrasekar
2018 年 2 月 14 日
Hi, I want to assign a probability of multiplication for each value in a 3X3 matrix and multiply it by a random number. Can anyone please help me with this.
2 件のコメント
採用された回答
Roger Stafford
2018 年 2 月 12 日
編集済み: Roger Stafford
2018 年 2 月 12 日
If p is a matrix the same size as A with the probability values you describe, do this:
SA = size(A);
a = rand(SA);
A = A + (A.*a-A).*(rand(SA)<=p);
At each element of A it is multiplied by the random number in ’a’ with probability in the corresponding element in p. Otherwise the element is unchanged.
It is possible you meant 'a' to be a single random scalar value rather than a matrix of them. If so, change the code to:
a = rand;
A = A + ((a-1)*A).*(rand(size(A))<=p);
3 件のコメント
Roger Stafford
2018 年 2 月 12 日
I will help with your comment request by showing you how to produce an index with the requested probabilities. You can then use that index in dealing appropriately with your matrix A.
P = [.1;.2;.3];
CP = cumsum(P);
r = rand;
ix = sum(CP<=r)+1;
Given the values in P, the index ‘ix’ will assume the values 1, 2, 3, or 4 with respective probabilities .1, .2, .3, and 1-(.1+.2+.3)=.4 . If you wish to do something in the case ix=4, you can write
if ix<=3
% Handle the ix = 1,2,3 cases
else
% Handle the ix = 4 case
end
Otherwise, just omit the ‘else’ part.
その他の回答 (1 件)
Jan
2018 年 2 月 11 日
Maybe:
A = [1 0.5 1; 0.6 0.3 0.4; 0.4 0.5 1];
for k = 1:10
a = rand;
B = A * a;
...
end
1 件のコメント
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