How to create the same random number in both c++ and Matlab?

22 views (last 30 days)
I am currently using a written code in c++ that uses Mersenne Twister (mt19937) random number generator to generate the initial random solutions for an optimization algorithm. On the contrary, I have written my own code in Matlab environment for another optimization algorithm. Now, I want to compare the results of these two algorithms for different problems and for having a comparison, I need both algorithms to follow a specific seed number. In my Matlab code, I use the function rng(seed) to produce the same random solutions every time I run the program. Does anyone know how to change the code such that I can create the same initial solutions in both algorithms? It is worth mentioning that my seed in matlab is the average of two random integer numbers (74595103 and 82040812). Also, I attached The code of Mersenne Twister for more info. I would appreciate it if someone help me out in this regard.
#include <stdio.h>
#include "mt19937ar.h"
/* Period parameters */
#define N 624
#define M 397
#define MATRIX_A 0x9908b0dfUL /* constant vector a */
#define UPPER_MASK 0x80000000UL /* most significant w-r bits */
#define LOWER_MASK 0x7fffffffUL /* least significant r bits */
static unsigned long mt[N]; /* the array for the state vector */
static int mti=N+1; /* mti==N+1 means mt[N] is not initialized */
void get_state(int* state_length, unsigned long** state, int** index) {
*state_length = N;
*state = mt;
*index = &mti;
}
/* initializes mt[N] with a seed */
void init_genrand(unsigned long s)
{
mt[0]= s & 0xffffffffUL;
for (mti=1; mti<N; mti++) {
mt[mti] =
(1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);
/* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
/* In the previous versions, MSBs of the seed affect */
/* only MSBs of the array mt[]. */
/* 2002/01/09 modified by Makoto Matsumoto */
mt[mti] &= 0xffffffffUL;
/* for >32 bit machines */
}
}
/* initialize by an array with array-length */
/* init_key is the array for initializing keys */
/* key_length is its length */
/* slight change for C++, 2004/2/26 */
void init_by_array(unsigned long init_key[], int key_length)
{
int i, j, k;
init_genrand(19650218UL);
i=1; j=0;
k = (N>key_length ? N : key_length);
for (; k; k--) {
mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
+ init_key[j] + j; /* non linear */
mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
i++; j++;
if (i>=N) { mt[0] = mt[N-1]; i=1; }
if (j>=key_length) j=0;
}
for (k=N-1; k; k--) {
mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
- i; /* non linear */
mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
i++;
if (i>=N) { mt[0] = mt[N-1]; i=1; }
}
mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
}
/* generates a random number on [0,0xffffffff]-interval */
unsigned long genrand_int32(void)
{
unsigned long y;
static unsigned long mag01[2]={0x0UL, MATRIX_A};
/* mag01[x] = x * MATRIX_A for x=0,1 */
if (mti >= N) { /* generate N words at one time */
int kk;
if (mti == N+1) /* if init_genrand() has not been called, */
init_genrand(5489UL); /* a default initial seed is used */
for (kk=0;kk<N-M;kk++) {
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];
}
for (;kk<N-1;kk++) {
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL];
}
y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];
mti = 0;
}
y = mt[mti++];
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return y;
}
/* generates a random number on [0,0x7fffffff]-interval */
long genrand_int31(void)
{
return (long)(genrand_int32()>>1);
}
/* generates a random number on [0,1]-real-interval */
double genrand_real1(void)
{
return genrand_int32()*(1.0/4294967295.0);
/* divided by 2^32-1 */
}
/* generates a random number on [0,1)-real-interval */
double genrand_real2(void)
{
return genrand_int32()*(1.0/4294967296.0);
/* divided by 2^32 */
}
/* generates a random number on (0,1)-real-interval */
double genrand_real3(void)
{
return (((double)genrand_int32()) + 0.5)*(1.0/4294967296.0);
/* divided by 2^32 */
}
/* generates a random number on [0,1) with 53-bit resolution*/
double genrand_res53(void)
{
unsigned long a=genrand_int32()>>5, b=genrand_int32()>>6;
return(a*67108864.0+b)*(1.0/9007199254740992.0);
}
/* These real versions are due to Isaku Wada, 2002/01/09 added */

Accepted Answer

Thorsten
Thorsten on 16 Aug 2016
Edited: Thorsten on 16 Aug 2016
I would create a routine that writes the initial random numbers generated by the C code to a file and then read this file in Matlab. Or vice versa.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!