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Various bits of code that may be useful to people:
- Matlab (most of this is also hosted on Matlab Central)
- crosshatch_poly.m lets
you do lines to fill a convex polygon (rather than filling
the polygon with a flat color using the Matlab
fill.m function. For instance see the following
picture

which was generated using crosshatch_poly_test.m.
- plot_feasible.m is a
simple bit of code for visualizing 2D linear programming
problems. Its primarily of use for teaching Linear
Algebra. It generates pictures of the form of

which was generated using plot_feasible_test.m,
though there are many options that can be used to alter the
output. Note it uses the optimization toolbox, though this
can probably be removed in the future.
- ipf.m does
Iterative Proportional Fitting (IPF). There are a
couple of ways to use IPF, but in this case the aim is to
find a matrix close to the input T that satisfies contraints
on its row sums and column sums (its marginals). In
particular we aim to find S with row sums equal to R, and
column sums equal to C. To see how to use it have a look at
ipf_test.m. More
information can be found at Wikipedia
or various other places on the web.
There is a second version of this code used in our traffic
matrix work, which is designed to allow one to find a matrix
S that satisfies an arbitrary set of linear constraints y=Ax
on a vectorized version x of the matrix T. Its not quite in a
nice form to hand out, but it you need it ask me.
- gaussian_mixture_model.m
does simple 1D Gaussian Mixture Model estimation using the EM
algorithm. It uses a couple of little functions for
estimating Gaussian distributions, so best to grab the zip file. The
result is that we can break a multimodal distribution such as
displayed below into a random mixture of Gaussians.

- randp.m generates
Pareto random variables (of type I). The Pareto distribution
is a classic heavy-tailed or power-law distribution. See
"Statistical Distributions", Evans, Hastings and Peacock,
Wiley, 1993 or my
distributions page or Wikipedia
for more information. For an example see the following
generated using randp_test.m

- Some useful bits of networking code: to come
- Traffic matrix generation: to come
- IGP weight generation: to come
- Perl
- Traffic decomposition code. to come
Matthew Roughan

Last modified: Mon Aug 3 11:30:21 2009
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