[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: uniform random variable in oct file?

From: Paul Kienzle
Subject: Re: uniform random variable in oct file?
Date: Fri, 8 Sep 2006 08:42:10 -0400

On Sep 8, 2006, at 6:44 AM, Michael Creel wrote:

I'm wondering what's the most efficient way to get a U(0,1) draw in an
.oct file. I'm currently using

        f_return = feval("rand");
        rand_draw = f_return(0).double_value();

This works fine. The Octave Wiki, at, suggests

        octave_rand::distribution("uniform"); octave_rand::matrix(a,b)

What are the advantages / disadvantages of the two options?

feval is very expensive --- it needs to do dynamic lookup of the function definition, creating the (null) argument vector, creating the octave double and the return vector to hold it and extracting the double from the octave value. I'm guessing you will have about a 100x speedup by calling rand directly.

The disadvantage is that you get the rand from liboctave rather than the rand installed by the user. Not a problem unless you have e.g., requirements for a safe parallel generator.

- Paul

reply via email to

[Prev in Thread] Current Thread [Next in Thread]