Throughout time MATLAB has used several different random number generators. Users should typically consider using the default generator, since it is optimal in a number of considerations, unless there is a compelling reason to use another generator.
The uniform random number generator can generate numbers according to the following algorithms:
1. Mersenne Twister algorithm by Nishimura and Matsumoto (the default in MATLAB 7.4 and later)
2. Modified version of Marsaglia's subtract with borrow algorithm (the default in MATLAB 5 through MATLAB 7.3)
3. Multiplicative congruential algorithm (the default in MATLAB 4)
To read more about these algorithms, consult the references mentioned in the documentation. This documentation can be opened from the MATLAB Command Prompt by entering:
doc rand
The normal random number generator can generate numbers according to the following algorithms:
1. Marsaglia's ziggurat algorithm (default in MATLAB 5 and later)
2. Polar algorithm (the default in MATLAB 4)
To read more about these algorithms, consult the references mentioned in the documentation. This documentation can be opened from the MATLAB command prompt by entering
doc randn
