MATLAB: Which generator is used in rand function

random number generator

I used rand function to generate random numbers from Uniform distribution and from some specific distributions. I've read that Lagged Fibonacci Generator is used in rand function but I couldn't find any official MATLAB document that approves it. Can you tell me if that's a case? If not, which generator is used?

Best Answer

Here is the documentation page that describes the available generators. (See in particular the "Choosing a random number generator" section.) The default for rand mt19937ar, a Mersenne twister algorithm. That is also mentioned in the specific documentation for the rng function, which sets the generator seed.

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MATLAB: What algorithm is matlab using to create randn numbers

https://www.mathworks.com/matlabcentral/answers/97811-what-is-the-algorithm-used-by-the-normally-distributed-pseudorandom-number-generator-randn-in-matlab

MATLAB: Rand(‘seed’,1)

Seeding the random number generator means initializing it to a certain status. Seeding inside the loop means, that all "random" numbers created inside the loop will be the same in each iteration:

for i = 1:3
  rand('seed', 1);
  disp(rand);
end

Result: 0.51291 0.51291 0.51291

This is not very useful. Seeding RAND outside the loop allows you to reproduce the results:

for j = 1:2
  rand('seed', 1);
  for i = 1:3
    disp(rand);
  end
end

Now you get two series of 3 different numbers:

 0.51291  0.46048  0.3504  0.51291  0.46048  0.3504

Best Answer

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MATLAB: What algorithm is matlab using to create randn numbers

MATLAB: Rand(‘seed’,1)

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