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Re: Re rand('state',0)
From: |
Bill Denney |
Subject: |
Re: Re rand('state',0) |
Date: |
Thu, 13 Oct 2005 20:28:28 -0400 (EDT) |
On Thu, 13 Oct 2005, Brian Blais wrote:
John W. Eaton wrote:
2.9.x accepts both "state" and "seed". But it is still the older rand
based on the Fortran ranlib. Should we replace that with the code
from Octave-forge?
I am not sure which algorithm the fortran ranlib uses, but I seriously doubt
it is better than MT. if it is old, then it certainly is much poorer than MT
and should be replaced with the octave-forge code.
I know that the standard fortran rand (I don't know if this is the same as
ranlib) is a simple linear congruent RNG, and it has known bad seeds. MT
is (as far as I know) the state of the art RNG, and it has no known bad
seeds.
I'd say that the MT version should be used.
Bill
--
"Women like silent men. They think they're listening." -- Marcel Archard
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