[Octave-bug-tracker] [bug #57564] Implementation of rng

[Guillaume]

Follow-up Comment #4, bug #57564 (project octave):

More links concerning randn:
*
https://www.mathworks.com/matlabcentral/answers/97811-what-is-the-algorithm-used-by-the-normally-distributed-pseudorandom-number-generator-randn-in-matlab
*
https://blogs.mathworks.com/cleve/2015/05/18/the-ziggurat-random-normal-generator/
* https://github.com/numpy/numpy/issues/2047

So it seems that achieving Matlab compatibility with randn is unlikely as
their exact implementation is undocumented.

For Matlab compatibility, rng('default') should be called at startup:
*
https://www.mathworks.com/help/matlab/math/why-do-random-numbers-repeat-after-startup.html

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