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Re: recursion and fsolve

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  6-Aug-2004, 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 M-file I know about that has no explicit copyright or license
statement with it)?

Just out of curiosity and because I'm interested in random number
generation: where exactly is that M-file located? I haven't found it with
Google yet and I would like to take a look at it...

It isn't an m-file, it is in C/C++.  Look in the octave-forge
package at 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

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