PSG Matrix in General (Text) Format is a table containing a header row, at least one numerical row, and one or more columns  (see PSG Matrix). The PSG Matrix is used for specifying  functions (linear, and nonlinear deterministic functions, and risk functions, see Functions). The PSG Matrix is used for setting multiple linear constraints.

 

Here is the most simple form of PSG Matrix:

 

 

The first row (header row) contains names of variables. Other rows contain values of corresponding variables.

Note.  All columns in PSG Matrix must be separated only by tab or space characters.

PSG Matrix may include three optional columns called:

 

“id”

column with row number;

“scenario_benchmark”

column with real numbers (used for specifying "benchmark of scenarios", or "intercept",  or "constant term" according to definition of PSG function);

“scenario_probability”

column with real numbers for setting probabilities of rows in the case of Matrix of Scenarios.

 

PSG Matrix has the following forms (depending on the upon type of PSG function using this matrix):

 

Special types of PSG Matrix
 

•Matrix of Scenarios
•Sparse (Packed) Matrix

 

Operations with PSG Matrices:

•Block Operation for Matrix
•Cut Operation for Matrix
•CrossValidation Operation for Matrix
•Cutout Operation for Matrix
•Takein Operation for Matrix

 

© 2006-2016 American Optimal Decisions, Inc.