Saturday, March 29, 2008

Good Practice in (Pseudo) Random Number Generation for Bioinformatics Applications


Note that all of these standard generators have been shown to have serious defects:
Standard Perl rand
C-library rand()
Matlab’s rand
Mathematica’s SWB generator

George Marsaglia's KISS algorithm is given the thumbs up, Microsoft dotNet's Random class isn't mentioned almost certainly because it isn't used much in academia - and as I've already discussed here, that algorithm cannot be re-initialised quickly and KISS is alomst certainly going to be faster anyway. Though not quite as fast as XOR-Shift.

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