Difference between Matlab and Octave in random seeding

[Jaroslav Hajek]

On Sat, Mar 8, 2008 at 12:04 AM, pbellec <pbellec at bic.mni.mcgill.ca> wrote:
>
>  My understanding is that any difference of behavior between matlab and octave
>  should be regarded as a bug, so there should be different seeds for rand and
>  randn.
>
>  However, I must confess I have a very hard time with the use of different
>  seeds in matlab. I was not aware of this subtility when I started to perform
>  Monte Carlo simulations that mixed rand and randn calls, so I seeded rand
>  only. Because the Monte Carlo chain actually depend on both seeds, it took
>  me weeks before I finally found the bug.
>
>  Suggestion of workaround :
>  make Octave behave as Matlab, with specific seeds for rand and randn (and
>  rande and randg...), but create an octave-specific instruction
>  rand('all_state',S) which would seed all RNGs (rand, randn, rande, randg).
>  Adding this instruction in the help of rand* would force users to be aware
>  of the subtility.

Personally, I think this difference is too subtle to worry about. The
Matlab behaviour is not clearly better, it's just different, and I can
imagine it changing in future Matlab versions. Adding a workaround to
code that is supposed to behave identically under Matlab and Octave is
easy enough.

>
>  Pierre
>
>
>
>
>  Michael Creel wrote:
>  >
>  > The need for controlling how seeding is done is not different, nor is the
>  > need to be aware of the change. However, the change makes life more
>  > difficult and error-prone, I think, which is why I registered a vote
>  > against
>  > it.
>  > Cheers, Michael
>  >
>  > On Fri, Mar 7, 2008 at 3:44 PM, Bateman David-ADB014 <
>  > David.Bateman at motorola.com> wrote:
>  >
>  >>
>  >> The change that was made results in separate seeds for the rand, rand,
>  >> rande, randg and rande generators.. The other generators in the
>  >> statistics
>  >> toolbox rely on these five intrinsic generators and so will of cause now
>  >> be
>  >> seeded differently.
>  >>
>  >> However, I'm not sure I see the need for seeding in a parallel situation
>  >> being any different from the normal case. The programmer needs to be
>  >> aware
>  >> of the change in both cases.
>  >>
>  >> BTW, the old generators had/have seperate seeds, and the change makes the
>  >> behavior of seeding with 'state' or 'seed' similar.
>  >>
>  >>
>  >> -----Original Message-----
>  >> From: michael.creel at gmail.com on behalf of Michael Creel
>  >> Sent: Fri 07-Mar-08 9:27 AM
>  >> To: John W. Eaton
>  >> Cc: bug-octave at octave.org
>  >> Subject: Re: Difference between Matlab and Octave in random seeding
>  >>
>  >> On Thu, Mar 6, 2008 at 6:49 PM, John W. Eaton <jwe at bevo.che.wisc.edu>
>  >> wrote:
>  >>
>  >> > On  5-Mar-2008, Michael Creel wrote:
>  >> >
>  >> > | On this issue, I vote for having the seed set in a single spot for
>  >> all
>  >> > RNGs.
>  >> > | This facilitates greatly parallel use of Octave. Sometimes it's
>  >> > important to
>  >> > | be able to reset the seed, and it's a lot less likely to screw up if
>  >> > only
>  >> > | one needs to be reset.
>  >> >
>  >> > I guess I'm missing something because I don't see how having separate
>  >> > states for rand and randn has anything to do with parallelism.
>  >> >
>  >> > jwe
>  >>
>  >>
>  >> It doesn't have any intrinsic effect, of course, but from the point of
>  >> view
>  >> of ease of programming and likelihood of making hard to detect errors, it
>  >> is
>  >> not neutral. If RNG has its own seed, then the programmer must control
>  >> the
>  >> value of that seed on each node. If two RNGs that originally share a seed
>  >> become endowed with separate seeds in a new version of Octave, the
>  >> programmer must be aware of this. If he or she is not, the code will
>  >> continue to run, but with bogus results. If we're only talking about
>  >> having
>  >> one or two seeds for uniform and normal, it's not that big of a deal. But
>  >> if
>  >> RNGs for other distributions also go this route, it will be an
>  >> inconvenience. Basically, I find that the current situation with one seed
>  >> for all RNGs is ideal. Just my 2 euro cents.
>  >> Michael
>  >>
>  >>
>  >
>
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>
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-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz