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Re: Fast random numbers
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From: |
Nicholas Jankowski |
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Subject: |
Re: Fast random numbers |
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Date: |
Sun, 24 Jul 2016 19:42:15 -0400 |
On Jul 24, 2016 5:06 PM, "Doug Stewart" <address@hidden> wrote:
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>
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> On Sun, Jul 24, 2016 at 4:53 PM, Max Görner <address@hidden> wrote:
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>> Hi,
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>> for a research project I need huge amounts of random numbers. Octave's normal random number generation (using 'state' initialisation) seems to be to slow. Does anyone know a faster way of producing random numbers?
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>> External projects would be ok.
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>> Sincerely,
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>> Max Görner
>>
>> --
>> PGP: https://wwwpub.zih.tu-dresden.de/~maxgoern/2FE6023F.asc
>>
>> _______________________________________________
>> Help-octave mailing list
>> address@hidden
>> https://lists.gnu.org/mailman/listinfo/help-octave
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> how many do you need?
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> I just made 1 000 000 and it is less than .1 sec.
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Max, my guess is that you were looping your random number generation? Both Octave and Matlab are very fast with vectorized code. Perhaps you can share the code snippet you were using and we can provide more constructive suggestions?
Nick J