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Re: Multiple independent random number streams cannot be implemented.
Posted:
Mar 15, 2013 1:46 AM


You are asking for the opposite of independent random variables.
I can think of a couple of solutions to your problem. If you know how many samples you're going to take you can initialize a vector and have f & g remember where they are in the vector.
HiddenRandomStateContext`fpos = 1; HiddenRandomStateContext`gpos=1; HiddenRandomStateContext`randomSequence = RandomReal[{0, 1}, <Maximum number of samples>];
f[]:=HiddenRandomStateContext`randomSequence[[HiddenRandomStateContext`fpos++]]
g[]:=HiddenRandomStateContext`randomSequence[[HiddenRandomStateContext`gpos++]]
I you can't preallocate the values you have to start with the same seed and iterate:
HiddenRandomStateContext`fpos = 1; HiddenRandomStateContext`gpos=1; HiddenRandomStateContext`nthRandomValue[n_] = := Block[{}, SeedRandom[1]; Last[RandomReal[]]];
f[]:=HiddenRandomStateContext`nthRandomValue[HiddenRandomStateContext`fpos++]
g[]:=HiddenRandomStateContext`nthRandomValue[HiddenRandomStateContext`gpos++]
This of course scales as O(n^2) in time for the nth value. I think you may be able to get a small speed up by memoizing the values of g[] and f[] for different numbers of calls, but I think the larger question is what are you trying to accomplish by this?
Regards, Sseziwa
On Mar 14, 2013, at 7:14 AM, Roger Wilson <rogerhw999@gmail.com> wrote:
> Hopefully the title is enough of a red flag for someone to try to prove me wrong. > > I want to implement two functions; lets call them f and g so that they both return random numbers. For example... > > f[]:=RandomReal[]; > g[]:=RandomReal[]; > > However I want f and g to return the same number when they're called for the nth time. So the first call to f is always the same number and the first call to g is always the same number. > > In the above case (on my machine)... > SeedRandom[1]; {f[], g[]} gives {0.168697, 0.113119} > > and of course.. > SeedRandom[1]; {g[], f[]} gives the same {0.817389, 0.11142} > > Essentially I want f and g to to be independent random sources. > > It is possible to localize the random number generators using BlockRandom but I do not see how that helps me in this case. BlockRandom localizes the state of the random number generators within the block where as I want to localize them into the symbol names. > > Roger >



