random number generation: MATLAB vs Fortran

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Hsinho
Hsinho 2012년 8월 16일
Hi,
I am a MATLAB user.
I am curious about the difference of random number generation in MATLAB and Fortran.
I know from Help file that MATLAB use "Mersenne twister" as the generator with an approximate period,2^19936-1.
I have no idea about Fortran. Do both use the same best random number generator?
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Peter Perkins
Peter Perkins 2012년 8월 17일
MATLAB has several choices of generator. The Mersenne Twister (mt19937ar, to be specific) is the default that MATLAB sets up at start-up, but you are free to choose any of the others at any time. See the documentation for the RNG function.

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Matt Fig
Matt Fig 2012년 8월 16일
Fortran 95 is listed having an implementation of the Mersenne algorithm available for use.
Wikipedia
As this algorithm was developed in 1997 I don't think Fortran 90 would have it...

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