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Mersenne Twister rand in octave forge


From: cctsim
Subject: Mersenne Twister rand in octave forge
Date: Sun, 4 Jan 2004 18:54:09 +0000 (GMT)

While investigating the speed of different random number
generators I found that the rand function provided by
octave forge is slower than randmt found in

http://dirk.eddelbuettel.com/code/octave-mt.html

I used the test provided by compare_rngs.m found in
http://dirk.eddelbuettel.com/code/octave-mt/compare_rngs.m.txt

The confusing bit is a note on the top of the above page that states:
"Note that this has been integrated, in a more polished rewrite by Paul
Kienzle, into Octave-Forge."


Thanks in advance
cctsim


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