Re: recursion and fsolve

[Paul Laub]

Dear all, 

All of this talk about different methods of generating
pseudo random deviates raises the question: 

    Are there m-files publicly available for testing these
    generators for serial correlation and other problems?

With such tests, one might be able to more
intelligently evaluate the tradeoff between quality
of pseudo random deviates and speed, portability of
code, etc. 

If I remember right, Donald Knuth discusses such tests
at length in one of his Art of Computer Programming
volumes. Someone must have implemented them.  

Paul Laub 
(long time Matlab user, now new to Octave for budgetary
reasons) 


On Fri, 17 Sep 2004 03:07:16 -0500, Bart Vandewoestyne
<address@hidden> wrote:
> On Fri, Sep 17, 2004 at 01:39:44AM -0400, John W. Eaton wrote:
> >
> > Sorry, I might have misunderstood the question earlier.  I thought the
> > question was about what random number generator was used in Matlab.
> 
> This was indeed the question :-)

[ ... ]



-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.octave.org
How to fund new projects:  http://www.octave.org/funding.html
Subscription information:  http://www.octave.org/archive.html
-------------------------------------------------------------