Difference between Matlab and Octave in random seeding

[Jaroslav Hajek]

On Mon, Mar 3, 2008 at 8:55 AM, John W. Eaton <jwe at bevo.che.wisc.edu> wrote:
> On  1-Mar-2008, dbateman wrote:
>
>  | I asked at the time that the Mersenne twister code was included in Octave
>  | whether we wanted independent generator states per generator or not, and if
>  | I remember correctly it didn't seem important. Note also that there are a
>  | number of additional random generator functions that are derived from the
>  | base generator in the statistics package, and so the state of these
>  | generators will depend on the underlying generator functions. I don't have
>  | access to matlab and so can't check, but how do things like exprnd depend on
>  | the state of the rand and randn  generators in Matlab? I suspect that they
>  | rely on the same underlying generators. However as Octave has a ziggurat
>  | implementation of rande that is also used for exprnd, then this change will
>  | mean that Octave is now different than Matlab in a different manner. Should
>  | we care as this will only affect the users of the matlab statistics
>  | toolbox..
>
>  OK, I don't know what is best here.  Would someone (not David) please
>  check the Matlab behavior of exprnd, rand, and randn when setting the
>  state?  If you set the state for rand or randn, is the exprnd sequence
>  also reinitialized, or is it independent?
>

In matlab, rand and randn seem to have independent internals, but the
rest like exprnd, gamrnd are implemented using calls to rand and/or
randn.


>  Thanks,
>
>  jwe
>
>
> _______________________________________________
>  Bug-octave mailing list
>  Bug-octave at octave.org
>  https://www.cae.wisc.edu/mailman/listinfo/bug-octave
>



-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz