Re: [OctDev] random numbers for distributed computations

[David Bateman]

Michael Creel wrote:

> On Monday 11 April 2005 11:57, Francesco Potorti` wrote:
>  
>
> > > I have a question about this. If a RNG has a period of X, that means that
> > > there are X unique values that are generated, and then the sequence
> > > repeats.
> > >      
> > No, it means that the sequence repeats after X values are produced.  The
> > period length says nothing about the space of values.  However, for good
> > general purpose generators, the size of the space of values is much
> > smaller than the period.
> >    
>
> OK, you're saying that a generator with period 5 could produce values like
> 1 2 2 1 2 *** 1 2 2 1 2 *** 1 2 2 1 2
> so the set of unique values is smaller than the period, correct?
>
> This may be, but for the moment my main question is whether the set of unique 
> values that is generated depends upon the initial seed, or whether it's just 
> the starting point in the sequence that depends on the initial seed. Could 
> the unique values be 3 and 4, say, or will they always be 1 and 2?
> M.
>
>  

The octave-forge generators are based on the Mersenne Twister, and it 
doesn't have a seed but rather a state of 32 values. So the unique 
starting points are defined from this state vector.. The period of the 
Mersenne Twister is 2^19937-1, so I wouldn''t worry about it repeating 
itself in yours or my lifetimes.

Regards
David

--
David Bateman                                address@hidden
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