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Re: bad random numbers
From: |
Mike Miller |
Subject: |
Re: bad random numbers |
Date: |
Tue, 13 Jul 1999 16:56:23 -0500 (CDT) |
On Tue, 13 Jul 1999, heberf wrote:
> I don't think this needs to be a concern. Consider the following
It is a huge problem. It doesn't seem to happen when running octave
interactively. It happens when running from a script or unix command
line.
Mike
> octave:1> z = zeros(500,1);
> octave:2> Y = X = zeros(100,3);
> octave:3> for m = 1:500
> > for k = 1:1000
> > Y(k,:) = rand(1,3);
> > X(k,:) = rand(1,3);
> > endfor
> > M = cov(X,Y);
> > z(m) = M(1,1);
> > endfor
>
> This takes a while but if you look at z you will see that it takes on
> positive
> and negative values is centered around zero as it should be. So the first
> elements of two successive rand(1,3) operations are uncorrelated.
>
> Heber Farnsworth
>
> Gerald Jansen wrote:
> > "John W. Eaton" wrote:
> > > On 13-Jul-1999, Mike Miller <address@hidden> wrote:
> > > | Note that the resulting matrix always had a very small number in the
> > > | 1,1 cell. The value in that cell ranged from .003 to .017 ...
> > >
> > > The initial seeds for rand are computed from time(). Not random
> > > itself, but at least it should be different each time you run Octave.
> >
> > Perhaps the first random number should be discarded if the seed computed
> > from time() leads to patterns, like those observed by Mike, on some
> > systems.
> >
> > --
> > Gerald Jansen
> >
> >
> >
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> > ---------------------------------------------------------------------
> >
>
>
>
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- Re: bad random numbers, (continued)
- Re: bad random numbers, lash, 1999/07/13
- Re: bad random numbers, Mike Miller, 1999/07/14
- Re: bad random numbers, lash, 1999/07/14
- Re: bad random numbers, Jim Van Zandt, 1999/07/14
- Re: bad random numbers, John W. Eaton, 1999/07/14
- Re: bad random numbers, Thomas Walter, 1999/07/14
- Re: bad random numbers, Eric Ortega, 1999/07/15
- Re: bad random numbers, Jim Van Zandt, 1999/07/14
- Re: bad random numbers, John Smith, 1999/07/14
- Re: bad random numbers, heberf, 1999/07/13
- Re: bad random numbers,
Mike Miller <=