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Re: recursion and fsolve


From: Paul Kienzle
Subject: Re: recursion and fsolve
Date: Fri, 17 Sep 2004 19:21:52 -0400


On Sep 17, 2004, at 10:51 AM, Bart Vandewoestyne wrote:

1) First of all, i think the Octave community has to decide what she
wants: generating the same pseudo-random numbers as Matlab (= using the
same random number generator, with its possible advantages/drawbacks) or using another random number generator which might have better properties
than the one currently built-in in Matlab.
I don't know if it is a possibility to let the rand function have an
optional parameter such as 'GeneratorType' or something like that...
then the user could choose which RNG he uses.  The default when not
specifying a GeneratorType could be the same as Matlab. Could this be a
possibility?

See GSL for a large selection of random number generators.  Maybe
these are already available in the GSL subdirectory in octave-forge?

Using dispatch, you could replace rand with any of these.  This won't
work for randn which encodes the uniform generator directly, but it
will work for other distributions in the statistics subdirectories.

- Paul



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