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Re: bad random numbers
From: |
heberf |
Subject: |
Re: bad random numbers |
Date: |
Tue, 13 Jul 1999 15:53:05 -0500 (CDT) |
I don't think this needs to be a concern. Consider the following
octave:1> z = zeros(500,1);
octave:2> Y = X = zeros(100,3);
octave:3> for m = 1:500
> for k = 1:1000
> Y(k,:) = rand(1,3);
> X(k,:) = rand(1,3);
> endfor
> M = cov(X,Y);
> z(m) = M(1,1);
> endfor
This takes a while but if you look at z you will see that it takes on positive
and negative values is centered around zero as it should be. So the first
elements of two successive rand(1,3) operations are uncorrelated.
Heber Farnsworth
Gerald Jansen wrote:
> "John W. Eaton" wrote:
> > On 13-Jul-1999, Mike Miller <address@hidden> wrote:
> > | Note that the resulting matrix always had a very small number in the
> > | 1,1 cell. The value in that cell ranged from .003 to .017 ...
> >
> > The initial seeds for rand are computed from time(). Not random
> > itself, but at least it should be different each time you run Octave.
>
> Perhaps the first random number should be discarded if the seed computed
> from time() leads to patterns, like those observed by Mike, on some
> systems.
>
> --
> Gerald Jansen
>
>
>
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- Re: bad random numbers, (continued)
- Re: bad random numbers, John Judge, 1999/07/13
- Re: bad random numbers, lash, 1999/07/13
- Re: bad random numbers, Mike Miller, 1999/07/14
- Re: bad random numbers, lash, 1999/07/14
- Re: bad random numbers, Jim Van Zandt, 1999/07/14
- Re: bad random numbers, John W. Eaton, 1999/07/14
- Re: bad random numbers, Thomas Walter, 1999/07/14
- Re: bad random numbers, Eric Ortega, 1999/07/15
- Re: bad random numbers, Jim Van Zandt, 1999/07/14
- Re: bad random numbers, John Smith, 1999/07/14
- Re: bad random numbers,
heberf <=