> Mon, 26 Jul 2010 23:58:11 +0800, Ralf Gommers wrote: > Is the current algorithm in the trunk the ziggurat one, or the previous > one? IIRC, the problem was that the ziggurat broke reproducibility of > random numbers with a given seed.
Ziggurat (in Enthought) did not break reproducibility but backwards compatibility. Obviously one cannot expect two different PRNGs to return the same sequence, but the complaint was that it did not, which IMHO is too much to ask when algorithms are changed. Ziggurat is the PRNG in Matlab's randn function and are completely reproducible with a given seed. It just returns a different sequence than numpy.random.randn. Ziggurat is not just for normal deviates, but also very effective for exponential and gamma distributions. It might be better to put a ziggurat module in scipy.random, just to avoid confusion. Also it should be modified to use a Mersenne Twister instead of the simple uniform generator in Marsaglia's code, as well as getting rid of global variables. Sturla _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
