Re: recursion and fsolve

[John W. Eaton]

On 17-Sep-2004, Paul Kienzle <address@hidden> wrote:

| 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 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.

Sorry, I might have misunderstood the question earlier.  I thought the
question was about what random number generator was used in Matlab.
In the article I referenced, Cleve Moler says it is the same as an
M-file available on the web (the M-file is not the actual code, but it
is supposed to produce identical results).  Even though there is an
example implementation available on a web site, it is not clear that
we can base the code in Octave on it.  There is no stated copyright or
license in the file, but that doesn't mean we can use it.

jwe



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