Generating random numbers

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Atakan
Atakan 2012-1-22
I want to write a Matlab code for generating “m” numbers from N(0,1) using following algorithm. My code should be a general code for “m”, “mu” & “sigma”.
1.Generate u1, u2 from UNIF(0,1), then set y=tan(pi*(u1-1/2))
2.If u2 <= (sqrt(e)/2)*(1+y^2)*e^((-y^2)/2) then set x=y, otherwise go to step 1
3.Repeat 1-2 until you generate m numbers.
this is my code:
function [randnormal]=atakan(a,b,m) randnormal=[];
count=1;
while (count<=m) R = normrnd(a,b);
u1=unifrnd(0,1);
u2=unifrnd(0,1);
y=tan(pi*(u1-1/2));
if (u2<=((sqrt(exp(1))/2)*(1+y^2)*(exp(1)^(-y^2/2))))
randnormal=[R;y];
end
count=count+1;
end
  1 个评论
Jan
Jan 2012-1-22
You forgot to ask a question.
Please format the code correctly using the information provided at the "Markup help" link.

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采纳的回答

Atakan
Atakan 2012-1-24
function x = atakan(mu,sigmasqroot,m)
count=0; x=[]; y=[];
while (count<m)
u1=rand;
u2=rand;
y=tan(pi*(u1-(1/2)));
test=((sqrt(exp(1))/2)*(1+(y^2))*((exp(1)^((-y^2)/2))));
if (u2<=test)
z=sqrt(sigmasqroot)*(y+mu); % if x~N(0,1) then sigma*(x+mu)~N(mu,sigma^2) then set x=y;
x=[x; z];
count=count+1;
end
end
  1 个评论
the cyclist
the cyclist 2012-1-24
Just so you know, "growing" your array x in this way is extremely inefficient, computationally, because MATLAB will need to continually reallocate memory for the ever-larger array. The method in my solution, in which I preallocate the memory before the while loop, will be stupendously faster for large values of m.

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更多回答（1 个）

the cyclist
the cyclist 2012-1-23
You were overwriting your random numbers, rather than storing all "m" of them, and you were not tracking the counting of successes properly. Does this work better? (I did not check any other part of your algorithm.)
function [randnormal]=atakan(a,b,m)
randnormal=zeros(2,m);
count=1;
while (count<=m)
R = normrnd(a,b);
u1=unifrnd(0,1);
u2=unifrnd(0,1);
y=tan(pi*(u1-1/2));
if (u2<=((sqrt(exp(1))/2)*(1+y^2)*(exp(1)^(-y^2/2))))
randnormal(:,count)=[R;y];
count=count+1;
end
end
end
  2 个评论
Atakan
Atakan 2012-1-23
Thanks again. I have solved it by another way.
James Tursa
James Tursa 2012-1-23
What way? Can you post your method so others can see and not leave this thread dangling?

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