CODEWITHSUNDEEP
matrix-multiplicationmatrix-inversegams-math
Michael
Michael

Reputation: 575

Multiply matrix with vector in GAMS

Consider the following table in GAMS:

Set i /i1*i4 /;
Table a(i,j) 'original matrix'
        i1         i2     i3           i4
   i1    2          0      0            0
   i2    0.272727   2      0.727273     0
   i3    0          0.8    2            0.2
   i4    0          0      0            2;

I want to multiply the inverted matrices of a with the following vector:

parameters v(i) /
i1 0
i2 -0.03413
i3 -0.01174
i4 0 /;

So I will end up with the following vector:

parameters B(i) /
i1 0
i2 -0.01747
i3 0.001116
i4 0

I have tried with the following:

Alias (i,j);
Parameter inva(i,j) 'inverse of a';

execute_unload 'a.gdx', i, a;
execute '=invert.exe a.gdx i a b.gdx inva';
execute_load 'b.gdx', inva;

parameter B(i);

loop(j,
    loop(i,
        B(i) = inva(i,j)*v(i)
    )
);

My inverted matrices seems fine, but something goes wrong with the matrix/vector multiplication.

Upvotes: 1

Views: 490

Answers (1)

sed
sed

Reputation: 36

Just looked at your code briefly and to me it seems that you would like to have the last loop as:

loop(j,
      B(i) = inva(i,j)*v(j)
     );

because you want to sum only over the columns of the matrix.

Upvotes: 2

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