Wednesday, September 26, 2012

Setting up the random number generator seed in Matlab and Octave

Mike Croucher as an interesting post on correctly and incorrectly setting up the seed in Matlab.

The key takeaway is that one should not use rand('seed',x) or rand('state',x) to reset the random number seed, since Matlab defaults to an inferior generator used in older versions. It is preferable to use rng(x) instead.

GNU Octave on the other hand has a less quirky take on the whole thing.

Using rand('seed',x) defaults to older generators, while rand('state',x) resets the seed, but still uses a version of Mersenne Twister.

No comments: