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Re: Same sequence of random number generators than under Matlab?


From: Mathieu Dubois
Subject: Re: Same sequence of random number generators than under Matlab?
Date: Tue, 05 Jun 2012 14:29:01 +0200 (CEST)


----- Mail original -----
De: "Alasdair McAndrew" <address@hidden>
À: "Mathieu Dubois" <address@hidden>, address@hidden
Envoyé: Mardi 5 Juin 2012 14:08:20
Objet: Re: Same sequence of random number generators than under Matlab?

> You won't have much luck mimicking Matlab's rand function, as Matlab uses the 
> Mersenne twister PRNG, which is very good, but quite complicated. And because 
> you don't have access to the source code, you can't be sure of how it's been 
> set up to work.

I mean to mimick the interface of the function (i.e. the response to calls such 
as rand('state', 10)), not the result.

> Assuming you don't want too many random numbers, the simple LCG should 
> suffice.

Thanks for the code it really helps! I thinks it's working now.



-Alasdair


On Tue, Jun 5, 2012 at 10:01 PM, Alasdair McAndrew < address@hidden > wrote:


The article you want is at http://www.mathworks.com.au/moler/random.pdf


and the LCG (very simple) is


x(n+1) = 16807*x(n) mod 2^31-1 with x(1)=1.


You can see Moler's m-file here:


http://www.mathworks.com/matlabcentral/fileexchange/4822-using-numerical-computing-with-matlab-in-the-classroom/content/randmcg.m


-Alasdair




On Tue, Jun 5, 2012 at 7:21 PM, Mathieu Dubois < address@hidden > wrote:




----- Mail original -----
De: "Alasdair McAndrew" < address@hidden >
À: "Mathieu Dubois" < address@hidden >, address@hidden
Envoyé: Lundi 4 Juin 2012 14:26:00
Objet: Re: Same sequence of random number generators than under Matlab?



> Writing your own is a good idea. Cleve Moler, here, speaks of the linear 
> congruential generator


> x_{k+1} = ax_k (mod m)


> with a,m = 16807, 2^31-1

Following your advice, I was trying to implement the LCG but I can't find the 
document. Could you repost it?

Also thanks for the other algorithm but I want to use a simple one.

Mathieu



On Mon, Jun 4, 2012 at 12:03 AM, Mathieu Dubois < address@hidden > wrote:


Hello,

I want to comapre the output of the Self-Organinzin Map algorithm under Matlab 
and Octave.

The algorithm is stochastic because, as in most training algorithm, the data 
are presented inrandom order.
In order to compare as precisely as possible the Matlab and Octave version it 
seems necessary to have the same sequence of random numbers.

Is there a way to do that?

I have tried the following:
rand('twister', 10);
s = rand(10, 1);
disp(s);
disp(mean(s));
disp(var(s));

The sequences are different (but the statistics are close).

Mathieu


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