How does XLS determine random numbers? Does the sequence repeat after a number of iterations?
H hectorvector Jun 9, 2005 #1 How does XLS determine random numbers? Does the sequence repeat after a number of iterations?
M Mike Middleton Jun 9, 2005 #2 hectorvector - See "Description of the RAND function in Excel 2003" at http://support.microsoft.com/default.aspx?scid=kb;en-us;828795 - Mike www.mikemiddleton.com
hectorvector - See "Description of the RAND function in Excel 2003" at http://support.microsoft.com/default.aspx?scid=kb;en-us;828795 - Mike www.mikemiddleton.com
J Jerry W. Lewis Jun 10, 2005 #3 For earlier versions of Excel, see http://support.microsoft.com/kb/q86523/ which has a much shorter period. Computers generate pseudo random numbers, which generally will repeat at some point. The relevant questions are how random (in multiple dimensions) are the results and how long is the period. http://groups.google.com/groups?selm=2dc49b63.0402050649.36e9afd8@p... implements the 2003 algorithm in VBA. An even better algorithm is the Mersenne Twister http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fort... http://www-personal.engin.umich.edu/~wagnerr/MersenneTwister.html which is implemented in the freeware NtRand http://www.numtech.com/NtRand/ Jerry
For earlier versions of Excel, see http://support.microsoft.com/kb/q86523/ which has a much shorter period. Computers generate pseudo random numbers, which generally will repeat at some point. The relevant questions are how random (in multiple dimensions) are the results and how long is the period. http://groups.google.com/groups?selm=2dc49b63.0402050649.36e9afd8@p... implements the 2003 algorithm in VBA. An even better algorithm is the Mersenne Twister http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fort... http://www-personal.engin.umich.edu/~wagnerr/MersenneTwister.html which is implemented in the freeware NtRand http://www.numtech.com/NtRand/ Jerry
