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X Du
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The problem of using rng to generate random numbers.

Asked by X Du
on 11 Apr 2012
I want to use rng to generate several random number and save the state of generating them within a loop. so at the next step, I can use this state to continue generating randome number. e.g.:
for i=1:10
if i==1
rng(1);
else
load state
end
a=rand;
b=rand;...
save state
end
Does anybody know how to programme it?
Thanks a lot
Issac

  2 Comments

What I want to do is that using the sequential state to generate random numbers when given a fix seed and a generator method.e.g. given rng(1),generating some random number and then record the current state which will be used as the initial state of next step (continue generating random numbers in the next loop).
for i=1:10
if i==1
rng(1);
else
load the state
use the state as the initial state
end
a=rand;
b=rand;...
save the current state
end
At the end I need this state sequence to repeat my simulations and also ensure I can control the rand numbers of every step within the loop.
it equals
rng(1)
for i=1:10
a=rand;
b=rand;...
end
But what I need to do is tracting the random number at every loop. e.g. the simulation stops when i=5,I donot want to run it from i=1. if I have the saved state, then I can use it to continue.

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4 Answers

Answer by Daniel Shub
on 11 Apr 2012

Why not create a new "stream"
doc RandStream

  1 Comment

Thanks,but I really want to control every random number at each step. even if there is bug or stop,I can use the saved state to continue my simulation. then any suggetions?

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Answer by Wayne King
on 11 Apr 2012

When you call rng, you can output that information and save it if you wish
for nn = 1:10
scurr = rng;
rngstate{nn} = scurr.State;
x = randn(1,1);
end

  1 Comment

Thanks,in the case you gave,rngstate would be the same.but I want to use the sequential state not the same state.
What I want to do is that using the sequential state to generate random numbers when given a fix seed and a generator method.e.g. given rng(1),generating some random number and then record the current state which will be used as the initial state of next step (continue generating random numbers in the next loop).
for i=1:10
if i==1
rng(1);
else
load the state
use the state as the initial state
end
a=rand;
b=rand;...
save the current state
end
At the end I need this state sequence to repeat my simulations and also ensure I can control the rand numbers of every step within the loop.
Is it possible and any suggetions? thanks

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Answer by Richard Willey on 11 Apr 2012

It's hard to make a specific recommendation without known more about the use case.
What (specifically) are you trying to accomplish / control?

  1 Comment

sorry for the confused question.What I want to do is that using the sequential state to generate random numbers when given a fix seed and a generator method.e.g. given rng(1),generating some random number and then record the current state which will be used as the initial state of next step (continue generating random numbers in the next loop).
for i=1:10
if i==1
rng(1);
else
load the state
use the state as the initial state
end
a=rand;
b=rand;...
save the current state
end
At the end I need this state sequence to repeat my simulations and also ensure I can control the rand numbers of every step within the loop.
any suggetion? thanks

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Answer by Richard Willey on 12 Apr 2012

From the sounds of things, the simplest thing to do would be to generate all of your random numbers OUTSIDE your loop.
Start by setting your seed and generate a vector with all the random numbers that you need for all your loops. Index into this as necessary.

  1 Comment

Thanks,
You are right,I thought it before.I have to do it in this way if there is no any other better way.

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