The problem of using rng to generate random numbers.

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

[X Du]

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.

[X Du]

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.

Answer 1

[Daniel Shub]

Why not create a new "stream"

doc RandStream

[X Du]

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?

Answer 2

[Wayne King]

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

[X Du]

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

Answer 3

[Richard Willey]

It's hard to make a specific recommendation without known more about the use case.

What (specifically) are you trying to accomplish / control?

[X Du]

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

Answer 4

[Richard Willey]

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.

[X Du]

Thanks，

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