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language agnostic - Getting N random numbers whose sum is M

I want to get N random numbers whose sum is a value.

For example, let's suppose I want 5 random numbers that sum to 1.

Then, a valid possibility is:

0.2 0.2 0.2 0.2 0.2

Another possibility is:

0.8 0.1 0.03 0.03 0.04

And so on. I need this for the creation of a matrix of belongings for Fuzzy C-means.

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Short Answer:

Just generate N random numbers, compute their sum, divide each one by the sum and multiply by M.

Longer Answer:

The above solution does not yield a uniform distribution which might be an issue depending on what these random numbers are used for. Another method proposed by Matti Virkkunen:

Generate N-1 random numbers between 0 and 1, add the numbers 0 and 1 themselves to the list, sort them, and take the differences of adjacent numbers.

This yields a uniform distribution as is explained here


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