Joar Bagge: Introduction to random number generation
Time: Fri 2020-01-24 13.00 - 14.00
Lecturer: Joar Bagge
Location: KTH, 3418
Most programming languages have a function that returns a "random"
number between 0 and 1, a so-called pseudorandom number generator.
But how do these functions work? I will give an overview of different
algorithms used in the past and present, including a cautionary example.
The focus will be on linear congruential generators, which are very
simple, and the Mersenne Twister, which is the default random
number generator in Python, Matlab, Julia, R and many other languages.
No previous knowledge of these algorithms is assumed