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Re: Random number generators. advice?


From: Stephen C. Upton
Subject: Re: Random number generators. advice?
Date: Wed, 21 Feb 2001 13:20:05 -0500

Paul,

I like the random number generators provided by the Colt library,
especially the Mersenne Twister
(http://tilde-hoschek.home.cern.ch/~hoschek/colt/index.htm). If you're
trying to "match" up random numbers, would it possible to use a rng to
generate either a file or another object that would hold the values, and
just retrieve those values? This would certainly make the values
identical, plus give you a history of the numbers used. Obviously,
depending on how many numbers you needed, this might require too much
memory or disk space.

steve

Paul E Johnson wrote:
> 
> I'm trying to make two "similar" models, one in obj-c and one in java,
> generate the exact same results.  In order to do that, I need the exact
> same random numbers at the start, and I'm having trouble because one
> program makes draws on the random generator more than the other, so the
> numbers for some variables don't match up.
> 
> As a result, I need to create three or four different generator objects
> which can be called at just the right time so that the numbers will be
> identical in the two simulations.  At random, I chose to add the
> generator C3MWCgen and a couple others.  On the objc side that's OK, but
> there is no Java Swarm interface for that one.
> 
> So then I thought I might as well just ask the experts which generators
> to use, if one needs separate generators to keep random numbers matched
> up.
> 
> Advise me please.
> --
> Paul E. Johnson                       email: address@hidden
> Dept. of Political Science            http://lark.cc.ukans.edu/~pauljohn
> University of Kansas                  Office: (785) 864-9086
> Lawrence, Kansas 66045                FAX: (785) 864-5700
> 
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