Re: rand('twister')

[David Bateman]

The "state" and "twister" option in Octave both call mersenne twister 
algorithm and have since they were introduced. Matlab's random generator 
wasn't well documented and so Octave never implemented.. I suppose this 
means we should remove the "twister" option, but who cares..

Note that the generator used in octave with "seed" are the randlib 
generators from netlib that are rather slow, and don't generate the same 
sequences as the matlab generator used with "seed". The MT generator in 
Octave also does generate the same sequences as the matlab versions due 
to issues masking bits from the 32bit values generated by the MT 
generators to the 52 bits of the mantissa of an IEEE754 double. Octave 
clearly doesn't do it the same way. Maybe now that the default Matlab 
generator is the MT, perhaps it makes sense to try and generate the same 
sequences..

D....



Joseph Wakeling wrote:
> Hello all,
>
> A query about the random number generator in Octave.
>
> In MATLAB there was until recently a problem with the default random
> number generator:
> http://www2.cs.cas.cz/~savicky/papers/rand2006.pdf
>
> ... which could be worked around by calling the random number generator
> with,
>
>   rand('twister',seed)
>
> The more recent MATLAB versions apparently use the Mersenne Twister by
> default and have removed this option (you need to replace the 'twister'
> option with 'state').
>
> Anyway, Octave apparently still accepts the 'twister' option ... so does
> it do what I think it does, and generate numbers from the MT algorithm?
>
> I ask because nothing at all is mentioned about it in the current
> manual, even as a backwards-compatibility or deprecated feature ... :-)
>
> Thanks & best wishes,
>
>     -- Joe
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://www-old.cae.wisc.edu/mailman/listinfo/help-octave
>
>   


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