Randomization measure in rand

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Sandeep Ganji
Sandeep Ganji il 18 Ott 2013
Commentato: Sandeep Ganji il 18 Ott 2013
What is the randomization power in rand function.? For example UNIX drand48 can generate a randomization of 2^48 (~10^14).

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Walter Roberson
Walter Roberson il 18 Ott 2013
2^53 different possibilities.
You should also be caring about how long the period is (that is, the time until the sequence repeats.) It is on the order of 2^11000 for the default randomization routine.
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Walter Roberson
Walter Roberson il 18 Ott 2013
Modificato: Walter Roberson il 18 Ott 2013
If your thought is to periodically have your program use rng('shuffle') in order to "improve the randomness", then interestingly it can be shown that this will reduce the randomness, because the times used as input to the shuffling will end up being correlated.
If you need "cryptographic strength" randomness, then you need to use special routines for that purpose that are "hardened" to reduce leakage of information about the internal state of the generator.
Sandeep Ganji
Sandeep Ganji il 18 Ott 2013
Thank you. I will consider shifting to a more robust random number generator.

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