2
votes
0answers
105 views

How to generate a random matrix which have given singular values?

I know one method: generate a random matrix, apply SVD decomposition, modify singular values, and then multiply those matrices back together. However, I'm wondering how random this method is. Since ...
0
votes
1answer
345 views

Uniform distribution of points on the surface of a circle around a randomly chosen point

In a Monte Carlo simulation i have encountered the following problem: given a unity vector u defining a point A on the surface of a unity sphere, i must randomly determine a new vector forming an ...
2
votes
4answers
604 views

Get `n` random values between 2 numbers having average `x`

I want to get n random numbers(e.g n=16)(whole numbers) between 1 to 5(including both) so that average is x. x can be any value between (1, 1.5, 2, 2.5, 3, 3.5, 4, ...
0
votes
2answers
188 views

Random and Pseudo-random number generation

I heard that computation results can be very sensitive to choice of random number generator. I wonder whether it is relevant to program own Mersenne-Twister or other pseudo-random routines to get a ...
2
votes
3answers
233 views

Validating results of a Monte Carlo integration

Suppose I want to use the Monte Carlo integration method to compute the following integral $\int_D (e^{x^{2}} + e^{y^{2}}) \; dx \; dy$ where $D$ is some regular hexagon. I have managed to write the ...