
From:  Paul Kienzle 
Subject:  Re: recursion and fsolve 
Date:  Fri, 17 Sep 2004 01:29:25 0400 
On Sep 16, 2004, at 4:00 AM, Bart Vandewoestyne wrote:
On Fri, Aug 06, 2004 at 11:01:20AM 0400, John W. Eaton wrote:On 6Aug2004, David Bateman <address@hidden> wrote:  We are using the same generator as Mathworks for rand. What is the history of the code? How did you arrive at the same generator? Is there a publicly available description somewhere (other than the Mfile I know about that has no explicit copyright or license statement with it)?Just out of curiosity and because I'm interested in random numbergeneration: where exactly is that Mfile located? I haven't found it withGoogle yet and I would like to take a look at it...
It isn't an mfile, it is in C/C++. Look in the octaveforge package at http://octave.sf.net in the file FIXES/randmtzig.c. I don't believe The Mathworks is using the MersenneTwister for their random number generator. What David was referring to above is Marsaglia's ziggurat algorithm for generating normally distributed random numbers. Matlab has older version of this algorithm. David's implementation comes from the description given in TOMS.  Paul  Octave is freely available under the terms of the GNU GPL. Octave's home on the web: http://www.octave.org How to fund new projects: http://www.octave.org/funding.html Subscription information: http://www.octave.org/archive.html 
[Prev in Thread]  Current Thread  [Next in Thread] 