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From: | Guillaume |
Subject: | [Octave-bug-tracker] [bug #57564] Implementation of rng |
Date: | Fri, 10 Jan 2020 06:33:39 -0500 (EST) |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Firefox/68.0 |
Follow-up Comment #4, bug #57564 (project octave): More links concerning randn: * https://www.mathworks.com/matlabcentral/answers/97811-what-is-the-algorithm-used-by-the-normally-distributed-pseudorandom-number-generator-randn-in-matlab * https://blogs.mathworks.com/cleve/2015/05/18/the-ziggurat-random-normal-generator/ * https://github.com/numpy/numpy/issues/2047 So it seems that achieving Matlab compatibility with randn is unlikely as their exact implementation is undocumented. For Matlab compatibility, rng('default') should be called at startup: * https://www.mathworks.com/help/matlab/math/why-do-random-numbers-repeat-after-startup.html _______________________________________________________ Reply to this item at: <https://savannah.gnu.org/bugs/?57564> _______________________________________________ Message sent via Savannah https://savannah.gnu.org/
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