Random Vectors with Fixed Sum

Randomly and uniformly generates vectors with a specified sum and values in a specified interval.
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更新 2006/1/24


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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.


Roger Stafford (2024). Random Vectors with Fixed Sum (https://www.mathworks.com/matlabcentral/fileexchange/9700-random-vectors-with-fixed-sum), MATLAB Central File Exchange. 取得済み .

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