Re: recursion and fsolve

[Paul Kienzle]

On Sep 16, 2004, at 4:00 AM, Bart Vandewoestyne wrote:

> On Fri, Aug 06, 2004 at 11:01:20AM -0400, John W. Eaton wrote:
> > On  6-Aug-2004, David Bateman <address@hidden> wrote:
> >
> > | We are using the same generator as Mathworks for rand.
> >
> > What is the history of the code?  How did you arrive at the same
> > generator?  Is there a publicly available description somewhere (other
> > than the M-file I know about that has no explicit copyright or license
> > statement with it)?
>
> Just out of curiosity and because I'm interested in random number
> generation: where exactly is that M-file located?  I haven't found it 
> with
> Google yet and I would like to take a look at it...

It isn't an m-file, it is in C/C++.  Look in the octave-forge
package at http://octave.sf.net in the file FIXES/randmtzig.c.

I don't believe The Mathworks is using the MersenneTwister
for their random number generator.

What David was referring to above is Marsaglia's ziggurat
algorithm for generating normally distributed random numbers.
Matlab has older version of this algorithm.  David's implementation
comes from the description given in TOMS.

- Paul



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