Path: news.mathworks.com!not-for-mail
From: Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: randn algorithm
Date: Tue, 13 May 2008 11:35:10 -0400
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Joachim wrote:
> I shall qualify the question:
> 
> - does randn use the same base generator as rand (i.e.,
> Mersenne Twister in 7.4)?

No, it uses something that is simpler, and in this context faster, It's related 
to but not the same as the one that Marsaglia's original paper described -- it 
has a longer period, for one thing.


> - what would be a good newsgroup to ask what differences to
> expect between using the Box-Muller transform as opposed to
> ziggurat?

sci.stat.math perhaps?  Statistically, I don't think you need to worry about the 
differences between those two transformation methods.  The uniform generator 
that you use underneath them is probably more important.