random number generation: MATLAB vs Fortran

Hi,

I am a MATLAB user.

I am curious about the difference of random number generation in MATLAB and Fortran.

I know from Help file that MATLAB use "Mersenne twister" as the generator with an approximate period,2^19936-1.

I have no idea about Fortran. Do both use the same best random number generator?

[Peter Perkins]

MATLAB has several choices of generator. The Mersenne Twister (mt19937ar, to be specific) is the default that MATLAB sets up at start-up, but you are free to choose any of the others at any time. See the documentation for the RNG function.

Answer 1

[Matt Fig]

Fortran 95 is listed having an implementation of the Mersenne algorithm available for use.

Wikipedia

As this algorithm was developed in 1997 I don't think Fortran 90 would have it...

[Hsinho]

Thank you!