CODEWITHSUNDEEP
matlabrandomrandom-seed
SheppLogan
SheppLogan

Reputation: 352

Matlab random number rng: choosing a seed

I would like to know more precisely what happends when you choose a custom seed in Matlab, e.g.:

rng(101)

From my (limited, nut nevertheless existing) understanding of how pseudo-random number generators work, one can see the seed conceptually as choosing a position in a "very long list of pseudo-random numbers".

Question: lets say, (in my Matlab script), I choose rng(100) for my first computation (a sequence of instructions) and then rng(1e6) for my second. Please, note that each time I do some computations it involves generating up to about 300k random numbers (each time).

-> Does that imply that I make sure there is no overlap between the sequence in the "list" starting at 100 and ending around 300k and the one starting at 1e6 and ending at 1'300'000 ? (the idead of "no overlap" comes from the fact since the rng(100) and rng(1e6) are separated by much more than 300k)

i.e. that these are 2 "independent" sequences, (as far as I remember this 'long list' would be generated by a special PRNG algorithm, most likely involing modular arithmetic..?)

Upvotes: 1

Views: 2594

Answers (2)

Jim Quirk
Jim Quirk

Reputation: 626

Not quite. The seed you give to rng is the initiation point for the Mersenne Twister algorithm (by default) that is used to generate the pseudorandom numbers. If you choose two different seeds (no matter their relative non-negative integer values, except for maybe a special case or two), you will have effectively independent pseudorandom number streams.

For "99%" of people, the major uses of seeding the rng are using the 'shuffle' argument (to use a non-default seed based on the time to help ensure independence of numbers generated across multiple sessions), or to give it one particular seed (to be able to reproduce the same pseudorandom stream at a later date). If you try to finesse the seeds further without being extremely careful, you are more likely to cause issues than do anything helpful.

RandStream can be used to break off separate streams of pseudorandom numbers if that really matters for your application (it likely doesn't).

Upvotes: 3

flawr
flawr

Reputation: 11628

No that is not the case. The mapping between the seed and the "position" in our list of generated numbers is not linear, you could actually interpret it as a hash/one way function. It could actually happen that we get the same sequence of numbers shifted by one position (but it is very unlikely).

By default, MATLAB uses the Mersenne Twister (source).

Upvotes: 3

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