Matlab课件chapter10.pptVIP

Matlab Math * 随机数 Pseudorandom Number format long; rand 0.95012928514718 pseudorandom number: A random sequence is a vague notion …. in which each term is unpredictable to the uninitiated and whose digits pass a certain number of tests traditional with statisticians… 1951, D.H. Lehmer, Berkeley Here is a page from Lehmers famous dissertation on the functions named after the French mathematician Edouard Lucas (1842-1891). It subsequently appeared in Annals of Mathematics and as a monograph published in Hamburg by Lutcke Wulff, both in 1930.? Lehmers Algorithm Multiplicative congruential algorithm: 整数 a,c,m 种子： 1 13 14 27 10 6 16 22 7 29 5 3 8 例如：a=13, c=0, m=31, x0=1，输出： 周期：m－1。可以通过除以m来得到[0,1]的一致分布的数 0.0323 0.4194 0.4516 0.8710 0.3226 0.1935 0.5161… 最小值：1/31,最大值：30/31 IBMs Algorithm 在1960年IBM主机系统的数学库包括随机数生成器： RND(RNDU): 用32位的整数字长，mod m运算可以快速进行，同时由于a=2^16+3,乘a也可以通过移位和加法进行。 从这里可以看出，由RNDU生成的三个随机数之间有很强的相关性 IBMs Algorithm -1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1 randgui randutx Matlabs Algorithm S.K.Park and K.W.Miller Random number generators: Good ones are hard to find,Comm ACM 31(1988),issue 10 randgui randtx 早期Matlab中的rand生成形似k/m的所有的实数，最小是： 1/(2^31-1),最大是(m-1)/m=1-1/(2^31-1)，大概2亿多个数。 *