Difference between Matlab and Octave in random seeding

[Jaroslav Hajek]

On Mon, Mar 3, 2008 at 9:32 AM, John W. Eaton <jwe at bevo.che.wisc.edu> wrote:
> On  3-Mar-2008, Jaroslav Hajek wrote:
>
>
> | 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.
>
>  OK, again, I'm not sure what is best.  We could make the states
>  different for rand and randn, and have the others share the state with
>  either rand or randn, but that doesn't solve the problem if rand and
>  randn are both used to generate some other rand sequence (I don't know
>  whether that ever happens).  In any case, isn't it better that the
>  states can be set independently?
>

I guess that depends. Personally, I'd prefer to have a single seed for
all random numbers, because that's what I would expect, and that's
also how I would write a new one - calling the existing ones. The
independence of rand and randn in Matlab just surprised me.

>  jwe
>



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