Re: uniform random variable in oct file?

[Paul Kienzle]

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
> http://wiki.octave.org/wiki.pl?CPPQuickReference, 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