Doing a bit of browsing in the numpy tracker, I found this. From my search this was not discussed on the mailing list.
http://projects.scipy.org/numpy/ticket/1842 The multivariate normal random sample is not always the same, even though a seed is specified. It seems to alternate randomly between two patterns, the sum of the random numbers is always the same. Is there a randomness in the svd? Given the constant sum, I guess the underlying random numbers are the same. (windows 7, python 32bit on 64 machine, numpy 1.5.1) import numpy d = 10 alpha = 1 / d**0.5 mu = numpy.ones(d) R = alpha * numpy.ones((d, d)) + (1 - alpha) * numpy.eye(d) rs = numpy.random.RandomState(587482) rv1 = rs.multivariate_normal(mu, R, 1) print rv1, rv1.sum() numpy.random.seed(587482) rv2 = numpy.random.multivariate_normal(mu, R, 1) print rv2[0][0], rv2.sum() running it a few times >>> [[ 0.43028555 1.06584226 -0.03496681 -0.31372591 -0.49716804 -1.50641838 0.99209124 0.57236839 -0.32107663 0.5865379 ]] 0.973769580498 0.0979690286727 0.973769580498 >>> [[ 0.09796903 1.41010513 -1.10250773 0.71321445 0.09903517 0.36432555 -1.27590062 0.04533834 0.37426153 0.24792873]] 0.973769580498 0.430285553017 0.973769580498 >>> [[ 0.09796903 1.41010513 -1.10250773 0.71321445 0.09903517 0.36432555 -1.27590062 0.04533834 0.37426153 0.24792873]] 0.973769580498 0.430285553017 0.973769580498 >>> [[ 0.43028555 1.06584226 -0.03496681 -0.31372591 -0.49716804 -1.50641838 0.99209124 0.57236839 -0.32107663 0.5865379 ]] 0.973769580498 0.0979690286727 0.973769580498 Josef _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
