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[Octave-bug-tracker] [bug #42557] rand seed for twister algorithm differ


From: anonymous
Subject: [Octave-bug-tracker] [bug #42557] rand seed for twister algorithm differs from Matlab
Date: Thu, 19 Nov 2015 14:04:17 +0000
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64; Trident/7.0; rv:11.0) like Gecko

Follow-up Comment #5, bug #42557 (project octave):

This doesn't seem to hold for randn, tried with

Octave 4.0.0:

>> randn('twister', twister_seed(5489));
>> randn(1,5)
ans =

   1.362259   0.071959   0.203598  -0.096973   1.324298

Matlab R2015a:

>> rng(5489, 'twister');
>> randn(1,5)

ans =

    0.5377    1.8339   -2.2588    0.8622    0.3188

Also tried flipping the last state vector value as decribed (in both Matlab
and Octave), randn still produces different streams.

Matlab also seems to use the Ziggurat method, so can't figure out where the
difference is.

>> RandStream.getGlobalStream

ans = 


mt19937ar random stream (current global stream)
             Seed: 5489
  NormalTransform: Ziggurat

Oddly enough, Matlab always seems to produce the same randn sequence no matter
what the seed number is, i.e. rng(0, 'twister') and rng(5489, 'twister')
generate the same 625 state vector when queried with s = rng

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  <http://savannah.gnu.org/bugs/?42557>

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