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Re: Re rand('state',0)

From: Bill Denney
Subject: Re: Re rand('state',0)
Date: Thu, 13 Oct 2005 20:28:28 -0400 (EDT)

On Thu, 13 Oct 2005, Brian Blais wrote:

John W. Eaton wrote:

2.9.x accepts both "state" and "seed".  But it is still the older rand
based on the Fortran ranlib.  Should we replace that with the code
from Octave-forge?

I am not sure which algorithm the fortran ranlib uses, but I seriously doubt it is better than MT. if it is old, then it certainly is much poorer than MT and should be replaced with the octave-forge code.

I know that the standard fortran rand (I don't know if this is the same as ranlib) is a simple linear congruent RNG, and it has known bad seeds. MT is (as far as I know) the state of the art RNG, and it has no known bad seeds.

I'd say that the MT version should be used.


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