Re: bad random numbers

[lash]

> 
> Not everyone is getting it.  Look at these two lines:
> 
> echo 'rand(3)' | octave -q
> echo 'rand("seed",time);rand(3)' | octave -q
> 
> Question:  If rand gets its seed from the clock when octave starts, then
> why does the first command line above give aberrant results while the
> second command works beautifully?
> 
> Answer: There is an error in the generation of the initial seed.
> 
> Am I wrong?

Well, the difference is the in the second example, time (on architectures
that support gettimeofday()) has fractions of seconds of resolution.  If
you tried this on a system that does not support gettimeofday(), I think you 
would see that you would get the same numbers from time to time assuming
that the while loop was running more than once a second.  

If you like, you can try the patch attatched below, that attempts to 
seed the random number generator in the same way that the second example
does.  I tend to agree with the folks who say that you shouldn't count
on the first value that you get from each run being randomly distributed
in any useable sense.  Also remember that this will not really be better
on platforms that do not have gettimeofday().

Bill Lash
address@hidden

-----------Patch against octave 2.1.14 for file src/DLD-FUNCTION/rand.cc-----
*** rand.cc.orig        Tue Jul 13 22:27:02 1999
--- rand.cc     Tue Jul 13 21:58:13 1999
***************
*** 33,38 ****
--- 33,39 ----

  #include "defun-dld.h"
  #include "error.h"
+ #include "systime.h"
  #include "gripes.h"
  #include "oct-obj.h"
  #include "unwind-prot.h"
***************
*** 125,144 ****
  {
    time_t now;
    struct tm *tm;

-   time (&now);
-   tm = localtime (&now);
-  
-   int hour = tm->tm_hour + 1;
-   int minute = tm->tm_min + 1;
-   int second = tm->tm_sec + 1;

!   int s0 = tm->tm_mday * hour * minute * second;
!   int s1 = hour * minute * second;

!   s0 = force_to_fit_range (s0, 1, 2147483563);
!   s1 = force_to_fit_range (s1, 1, 2147483399);

    F77_XFCN (setall, SETALL, (s0, s1));

    initialized = 1;
--- 126,161 ----
  {
    time_t now;
    struct tm *tm;
+   union d2i { double d; int i[2]; };
+   union d2i u;
+   double fraction = 0.0;
+   int s0,s1;


! #if defined (HAVE_GETTIMEOFDAY)

!   struct timeval tp;

+ #if defined  (GETTIMEOFDAY_NO_TZ)
+   gettimeofday (&tp);
+ #else
+   gettimeofday (&tp, 0);
+ #endif
+ 
+   now = tp.tv_sec;
+ 
+   fraction = tp.tv_usec / 1e6;
+ 
+ #else
+ 
+   now = time (0);
+ 
+ #endif
+ 
+   u.d = static_cast<double> (now) + fraction;
+   s0 = force_to_fit_range (u.i[0], 1, 2147483563);
+   s1 = force_to_fit_range (u.i[1], 1, 2147483399);
+ 
    F77_XFCN (setall, SETALL, (s0, s1));

    initialized = 1;



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