Matlab中随机函数所采用的算法

Version 4.0 and earlier uses "minimum standard" LCG（线性同余法linear congruential） for rand() and a modified Box-Muller for randn()

 

Versions 5.0 and later uses 32 seed generator based on the lagged Fibonacci sequence for the rand() and the ziggurat method for randn()

 

（摘自PPT：《Random Random Number Generators》，Steve C. Thompson，[e-mail]）

 

标准C库函数rand()同样采用线性同余法，有些是16位，有些是31位。