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Long Term random number strategy
From: |
Rik |
Subject: |
Long Term random number strategy |
Date: |
Wed, 18 Dec 2019 08:34:10 -0800 |
All,
I believe we should think about short term and long term strategies for
random numbers. In the short term, we need a strategy that generates
outputs in the range (0,1) and is compatible, to the largest extent
possible, with legacy code and behavior.
Looking forward, the path is clearer. Implementing pseudo-random number
generation *correctly* is a difficult proposition, and Octave's
implementations don't receive wide testing. Both objections would be
solved by moving to the C++ <random> library. The <random> library was
introduced in C++11 which is now the minimum required version for compiling
Octave code so there are no objections there. I added a project on the
Wiki about this at https://wiki.octave.org/Projects#Numerical. The task is:
"Use C++11 <random> libraries for random number generation. Write link
between Octave functions (rand, randi, randn, rande) and C++ API. Implement
RandStream objects as Matlab does."
--Rik
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