matrix multiplication with probability
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Santhosh Chandrasekar
el 11 de Feb. de 2018
Comentada: Santhosh Chandrasekar
el 14 de Feb. de 2018
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.
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Respuesta aceptada
Roger Stafford
el 12 de Feb. de 2018
Editada: Roger Stafford
el 12 de Feb. de 2018
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 comentarios
Roger Stafford
el 12 de Feb. de 2018
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.
Más respuestas (1)
Jan
el 11 de Feb. de 2018
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 comentario
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