Re: Randomly initializing a N-element vector

[Stephen C. Upton]

At 12:53 PM 10/8/1999 -0700, jason alexander wrote:
> I need to randomly initialize a N-element vector such that
>
>  (a) every element is between 0 and 1
>  (b) the sum of all elements is 1


Brute force:
1.  Set x = 0, cumulative sum
2.  Randomly generate number, r,  between x and 1
3.  Add r to x
4.  Repeat steps 2 and 3, N times
5.  Randomly mix resulting vector

hope this helps
upton








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Stephen C. Upton  TSA-5, MS F602  Z119895                       
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"As far as the laws of mathematics refer to reality, they are not
certain, and as far as they are certain, they do not refer to reality"
Albert Einstein


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