Re: Mersenne Twister rand in octave forge

[Dirk Eddelbuettel]

On Sun, Jan 04, 2004 at 06:54:09PM +0000, cctsim wrote:
> 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."

Exactly, see the file FIXES/rand.cc in the octave-forge distribution. This
file contains Paul Kienzle's very nice wrapping this Mersenne Twister
generator into the same same calling interface as the original rand()
function by John Eaton.

Dirk

-- 
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