creating matrix with probabilities

Posted by John Chan on Stack Overflow See other posts from Stack Overflow or by John Chan
Published on 2010-03-23T05:53:15Z Indexed on 2010/03/23 6:33 UTC
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Hi all, I want to generate a matrix of NxN to test some code that I have where each row contains floats as the elements and has to add up to 1 (i.e. a row with a set of probabilities).

Where it gets tricky is that I want to make sure that randomly some of the elements should be 0 (in fact most of the elements should be 0 except for some random ones to be the probabilities). I need the probabilities to be 1/m where m is the number of elements that are not 0 within a single row. I tried to think of ways to output this, but essentially I would need this stored in a C++ array. So even if I output to a file I would still have the issue of not having it in array as I need it. At the end of it all I need that array because I want to generate a Market Matrix file. I found an implementation in C++ to take an array and convert it to the market matrix file, so this is what I am basing my findings on. My input for the rest of the code takes in this market matrix file so I need that to be the primary form of output. The language does not matter, I just want to generate the file at the end (I found a way mmwrite and mmread in python as well)

Please help, I am stuck and not really sure how to implement this.

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