Function for Generating bistochastic matrix ?
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Bistochastic matrix P is matrix where the sum each column or each row is 1, and aslo for n>=0 P^n is also bistochastic,
Another definition : a stochastic matrix P is bistochastic if P' is also stochastic . the question is :
Is there any predefined or sophisticated function to generate such matrices ?
I already tried a method using "magic" function :
>>H=magic(10); % say we want a Bistoch of dimension n
>>N=sum(H(1,:)); % to get the Unique SUM
>>P=H/N;
Cordially
6 个评论
Matt J
2013-3-17
Is there any predefined or sophisticated function to generate such functions ?
Generate them from what?
Youssef Khmou
2013-3-17
Cedric
2013-3-17
The "magic" solution seems to be quite efficient already; did you ask because you need to be able to generate random bistochastic matrices?
Youssef Khmou
2013-3-17
Cedric
2013-3-17
Hi Youssef, I asked precisely because of the regularity. I have no clean solution, but if I had to find some solution quickly, I would certainly go for yours, using two successive RANDPERM to permute rows and columns. It would not be optimal, but ok for a temporary approach I guess.
Youssef Khmou
2013-3-17
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