The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Random Number Generators
Replies: 1   Last Post: Dec 31, 1997 8:34 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 2
Registered: 12/7/04
Random Number Generators
Posted: Dec 31, 1997 7:36 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Deal all,

I have a query regarding the nature of rand() and randn() functions on
Matlab, a software I'm just starting out with.
How are the random number generators implemented? rand() on many computer
languages is a linear congruence generator with (of course) a finite
period. The period is dependent on an intelligent choice of constants (a,
b, c in the case shown below)

Typically, the linear congruence generator is

rand_no = ( a * prev_rand_no + b ) mod c
prev_rand_no = rand_no;

Obviously, c is the greatest random number possible.
To generate numbers between 0 and 1, the random number must then be
divided by (Rand_Max +1). For a good random generator, c = Rand_Max.

randn() may be implemented by transforming the uniform deviates generated
by rand() to normal random variables. The Box - Muller method is a
popular method.
How does Matlab go about generating its random numbers? What is the
period of rand()? I have to perform a simulation where the random number
generator is invoked lots of times, so these questions are critical to the
validity of my results.
Thank You for your help.


Manish Kaul 43 University Road,
Electrical Engineering IV Singapore 297875.
National University of Singapore. Tel: 65 - 352 4574

Drink wet cement and get really stoned.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.