[Numpy-discussion] Random Numbers

Bruce Southey southey at uiuc.edu
Wed Jun 2 08:18:02 CDT 2004


Hi,
All three use different but well-known algorithms 

For Matlab 5 onwards, this references the randn (which is the standard normal):
http://www.mathworks.com/company/newsletters/news_notes/clevescorner/spring01_cleve.html

(You also note the link to Matlabs uniform generator that has excellent
properties.) 

numarray.random_array.normal that uses ranlib snorm (snorm is the standard normal).

numarray.linear_algebra.mlab.randn uses the Box-Muller method using random
uniform numbers from ranlib.

Your problems suggest that randn is not the cause. Without any code or what you
want to do it hard to address your question except that you should ensure that
your sampling does provide the normal distribution with your parameters. By that
I mean draw many, many samples from one set of parameters and check the
estimated mean and variance. 

Regards
Bruce 

---- Original message ----
>Date: Wed, 2 Jun 2004 17:27:02 +0300
>From: Karthikesh Raju <karthik at james.hut.fi>  
>Subject: [Numpy-discussion] Random Numbers  
>To: numpy-discussion at lists.sourceforge.net
>
>Hi All,
>
>How close is the random number generation from
>numarray.random_array.normal(0,1,x) or
>numarray.linear_algebra.mlab.randn(x) to matlab's randn?
>
>i am having problems with an identical program written in matlab and
>python, with the results entirely different in both cases :(
>
>Warm regards
>
>karthik
>
>
>-----------------------------------------------------------------------
>Karthikesh Raju,		    email: karthik at james.hut.fi
>Researcher,			    http://www.cis.hut.fi/karthik
>Helsinki University of Technology,  Tel: +358-9-451 5389
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