random number generation: MATLAB vs Fortran
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Hi,
I am a MATLAB user.
I am curious about the difference of random number generation in MATLAB and Fortran.
I know from Help file that MATLAB use "Mersenne twister" as the generator with an approximate period,2^19936-1.
I have no idea about Fortran. Do both use the same best random number generator?
1 comentario
Peter Perkins
el 17 de Ag. de 2012
MATLAB has several choices of generator. The Mersenne Twister (mt19937ar, to be specific) is the default that MATLAB sets up at start-up, but you are free to choose any of the others at any time. See the documentation for the RNG function.
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Matt Fig
el 16 de Ag. de 2012
Fortran 95 is listed having an implementation of the Mersenne algorithm available for use.
As this algorithm was developed in 1997 I don't think Fortran 90 would have it...
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