Likelihood

Random Numbers in MATLAB

Start MATLAB and type the following into the MATLAB prompt

 rand

This produces a random number. Repeat several times. Continue typing the material in boxes into the MATLAB prompt.

 help rand

Returns help for the rand command. We'll discuss this help file. Try

 rand(3)
 rand(3,2)
 rand(3,2,2)

These commands allow you to create arrays of random numbers without loops. Compare

 A = rand(10000,1);

With

 for i = 1:10000
 B(i,1) = rand;
 end

Note however there is really two issues with the second method: first, we could have avoided the loop, and second, the we successively built a larger and larger array without first initializing it. Now that B is defined, repeating the second set of command will go much faster, but still not as fast as avoiding the loop.

Note semicolons suppress a command's insistence on displaying the result on the screen. Try it without the semicolon:

 A = rand(10000,1)

Finally, if you are running a model that uses random numbers it is useful to be able to reproduce simulations. This can be done because computer random numbers are really pseudo-random numbers. The number returned the the generator is completely determined by the "seed" used to initialize the generator and the number of times that the generator has been used since the last initialization. Try:

 rand('state',0);
 rand
 rand
 rand
 rand('state',1);
 rand
 rand
 rand

The command "clock" can be used to set the seed in "random" way. Use "up arrow" to repeat a command.

 clock
 clock
 clock
 sum(100*clock)
 sum(100*clock)
 sum(100*clock)
 rand('state',sum(100*clock));
 rand
 rand
 rand('state',sum(100*clock));
 rand
 rand

If you want a "random" seed and still be able to reproduce your simulations use:

 s = sum(100*clock);
 rand('state',s);
 rand
 rand
 rand('state',s)
 rand
 rand