how are random numbers determined

  • Thread starter Thread starter Guest
  • Start date Start date
G

Guest

How does XLS determine random numbers? Does the sequence repeat after a
number of iterations?
 
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
 

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