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Re: random number generation


From: David Bateman
Subject: Re: random number generation
Date: Sat, 10 Oct 2009 00:12:23 +0200
User-agent: Mozilla-Thunderbird 2.0.0.19 (X11/20090103)

supawolo wrote:
I would like to generate a sequence of random numbers via the mersenne
twister in octave that is exactly the same as a sequence of random numbers
in Matlab.  Could someone let me know if they've been able to do this?  I've
tried various permutations of setting rand('twister',...) in matlab as well
as rand('state',...) in octave but i simply cannot get them to generate the
same thing.  Any help would be very much appreciated. Thanks.
If you mean with the generators form matlab itself, then this is not possible. If you can replace the matlab generator then yes its possible with a purpose built mex file that mimics the Octave code. Check the thread

http://sourceforge.net/mailarchive/forum.php?thread_name=425A617A.3010004%40motorola.com&forum_name=octave-dev

The code probably still works and probably still creates the same sequences as octave, but be careful of 32 versus 53 bit mantissas for the random numbers

D.



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