What is the default random number generation algorithm for 2018b Matlab? ( with randn(1,1) command)

Could somebody tell what is the default RNG algorithm for 2018b Matlab?

I generate with this code below ( not using RandStream, etc..):

randn(1,1)

Thanks!

Answer 1

[Walter Roberson]

mt19937ar with a Ziggaurat transform is used for randn() these days.

https://www.mathworks.com/help/matlab/ref/rng.html?searchHighlight=rng&s_tid=srchtitle_rng_1

[Ant Junior]

Thanks Walter!

Could you please tell if I can confirm this information somewhere?

I also expected that uniform distribution is obtained via MT and then converted to normal via Ziggurat, but I could not find it in the documentation..

[Walter Roberson]

The rng page says that 'default' initializes twister. Then slightly further down in the description of generator keyword it lists twister and says the generator keyword is mt19937ar .

The RandStream documentation lists the available transforms for randn. And see https://blogs.mathworks.com/cleve/2015/05/18/the-ziggurat-random-normal-generator/

[Ant Junior]

Thanks Walter 🙏🏻 I just thought that randn independently from randstream uses different generation Algol’s that’s why I asked.