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Re: [OctDev] random numbers for distributed computations

From: David Bateman
Subject: Re: [OctDev] random numbers for distributed computations
Date: Mon, 11 Apr 2005 13:14:19 +0200
User-agent: Mozilla Thunderbird 0.8 (X11/20040923)

Michael Creel wrote:

On Monday 11 April 2005 11:57, Francesco Potorti` wrote:
I have a question about this. If a RNG has a period of X, that means that
there are X unique values that are generated, and then the sequence
No, it means that the sequence repeats after X values are produced.  The
period length says nothing about the space of values.  However, for good
general purpose generators, the size of the space of values is much
smaller than the period.

OK, you're saying that a generator with period 5 could produce values like
1 2 2 1 2 *** 1 2 2 1 2 *** 1 2 2 1 2
so the set of unique values is smaller than the period, correct?

This may be, but for the moment my main question is whether the set of unique values that is generated depends upon the initial seed, or whether it's just the starting point in the sequence that depends on the initial seed. Could the unique values be 3 and 4, say, or will they always be 1 and 2?

The octave-forge generators are based on the Mersenne Twister, and it doesn't have a seed but rather a state of 32 values. So the unique starting points are defined from this state vector.. The period of the Mersenne Twister is 2^19937-1, so I wouldn''t worry about it repeating itself in yours or my lifetimes.


David Bateman                                address@hidden
Motorola Labs - Paris +33 1 69 35 48 04 (Ph) Parc Les Algorithmes, Commune de St Aubin +33 1 69 35 77 01 (Fax) 91193 Gif-Sur-Yvette FRANCE

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