matlab_random_test

matlab_random_test, a MATLAB code which calls MATLAB's random number generation functions.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

matlab_random_test is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa183, a MATLAB code which implements a pseudorandom number generator, by Wichman and Hill. This is a MATLAB version of Applied Statistics Algorithm 183.

normal, a MATLAB code which computes elements of a sequence of pseudorandom normally distributed values.

random_sorted, a MATLAB code which generates vectors of random values which are already sorted.

ranlib, a MATLAB code which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

rnglib, a MATLAB code which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

uniform, a MATLAB code which computes elements of a uniform pseudorandom sequence.

Source Code:

• matlab_random_test.m, calls all the tests.
• matlab_random_test.sh, runs all the tests.
• matlab_random_test.txt, the output file.

• rand_test.m, uses the rand() function to generate uniform random numbers.
• randi_test.m, uses the randi() function to generate uniform random integers.
• randn_test.m, uses the randn() function to generate normal random numbers.
• rng_test.m, uses the rng() function to initialize and manipulate the state of the RAND, RANDI, and RANDN random number generators.