Github user xubo245 commented on a diff in the pull request:

    https://github.com/apache/spark/pull/14422#discussion_r72890434
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala 
---
    @@ -497,6 +497,20 @@ object DenseMatrix {
       }
     
       /**
    +    * Generate a `DenseMatrix` consisting of `i.i.d.` uniform random 
numbers.
    +    * 
    +    * @param numRows number of rows of the matrix
    +    * @param numCols number of columns of the matrix
    +    * @return DenseMatrix` with size `numRows` x `numCols` and values in 
U(0, 1)
    +    */
    +  @Since("2.0.0")
    +  def rand(numRows: Int, numCols: Int): DenseMatrix = {
    +    require(numRows.toLong * numCols <= Int.MaxValue,
    +      s"$numRows x $numCols dense matrix is too large to allocate")
    +    new DenseMatrix(numRows, numCols, Array.fill(numRows * numCols)((new 
Random).nextDouble()))
    --- End diff --
    
    Can fix RNG, This makes a new RNG for all element :
        val rng = new Random()
        new DenseMatrix(numRows, numCols, Array.fill(numRows * 
numCols)(rng.nextDouble()))


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