diff --git a/matlab/cmaes.m b/matlab/cmaes.m
index c0b6d215c6da3312b283408d981bfa78fc69ff9b..2fc15726f819e968b71fb3a9b5c6eb514d64dc02 100644
--- a/matlab/cmaes.m
+++ b/matlab/cmaes.m
@@ -653,7 +653,7 @@ else % flgresume
% load(opts.SaveFilename, 'startseed');
% randn('state', startseed);
% disp(['SEED RELOADED FROM ' opts.SaveFilename]);
- startseed = randn('state'); % for retrieving in saved variables
+% startseed = randn('state'); % for retrieving in saved variables
% Initialize further constants
chiN=N^0.5*(1-1/(4*N)+1/(21*N^2)); % expectation of
diff --git a/matlab/get_dynare_random_generator_state.m b/matlab/get_dynare_random_generator_state.m
new file mode 100644
index 0000000000000000000000000000000000000000..32ae73195c50f0ed39f64798d73728f483f89c02
--- /dev/null
+++ b/matlab/get_dynare_random_generator_state.m
@@ -0,0 +1,44 @@
+function [state_u,state_n] = get_dynare_random_generator_state()
+% Get state of Matlab/Octave random generator depending on matlab
+% (octave) version.
+% In older versions, Matlab kept one generator for uniformly distributed numbers and
+% one for normally distributed numbers.
+% For backward compatibility, we return two vectors, but, in recent
+% versions of Matlab and in Octave, we return two identical vectors.
+%
+% Copyright (C) 2010-2012 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+ matlab_random_streams = ~(exist('OCTAVE_VERSION') || matlab_ver_less_than('7.7'));
+
+ if matlab_random_streams% Use new matlab interface.
+ if matlab_ver_less_than('7.12')
+ s = RandStream.getDefaultStream();
+ else
+ s = RandStream.getGlobalStream();
+ end
+ if isequal(s.Type,'legacy')
+ state_u = rand('state')
+ state_n = randn('state')
+ else
+ state_u = s.State;
+ state_n = state_u;
+ end
+ else% Use old matlab interface.
+ state_u = rand('state')
+ state_n = randn('state')
+ end
\ No newline at end of file
diff --git a/matlab/independent_metropolis_hastings_core.m b/matlab/independent_metropolis_hastings_core.m
index f522da0d1734d0bdcc3031d3a863edb6f6a7efc2..b0a8052d7984f13b865c13d43abc2d80e452ec7e 100644
--- a/matlab/independent_metropolis_hastings_core.m
+++ b/matlab/independent_metropolis_hastings_core.m
@@ -101,8 +101,7 @@ jloop=0;
for b = fblck:nblck,
jloop=jloop+1;
- randn('state',record.Seeds(b).Normal);
- rand('state',record.Seeds(b).Unifor);
+ set_dynare_random_generator_state(record.Seeds(b).Unifor,record.Seeds(b).Normal);
if (options_.load_mh_file~=0) && (fline(b)>1) && OpenOldFile(b)
load(['./' MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) ...
'_blck' int2str(b) '.mat'])
@@ -236,8 +235,7 @@ for b = fblck:nblck,
elseif ~whoiam
close(hh);
end
- record.Seeds(b).Normal = randn('state');
- record.Seeds(b).Unifor = rand('state');
+ [record.Seeds(b).Unifor, record.Seeds(b).Normal] = get_dynare_random_generator_state();
OutputFileName(jloop,:) = {[MhDirectoryName,filesep], [ModelName '_mh*_blck' int2str(b) '.mat']};
end% End of the loop over the mh-blocks.
diff --git a/matlab/metropolis_hastings_initialization.m b/matlab/metropolis_hastings_initialization.m
index 5b5f255626ac06ebc73eaf592f2eef52b14e36cd..9fb37e4cbd988642a267230c1f3d797b5f29676c 100644
--- a/matlab/metropolis_hastings_initialization.m
+++ b/matlab/metropolis_hastings_initialization.m
@@ -184,8 +184,12 @@ if ~options_.load_mh_file && ~options_.mh_recover
% separate initializaton for each chain
JSUM = 0;
for j=1:nblck,
- record.Seeds(j).Normal = randn('state');
- record.Seeds(j).Unifor = rand('state');
+ % we set a different seed for the random generator for each block
+ % then we record the corresponding random generator state (vector)
+ set_dynare_seed(options_.DynareRandomStreams.seed+j);
+ % record.Seeds keeps a vector of the random generator state and
+ % not the scalar seed despite its name
+ [record.Seeds(j).Unifor,record.Seeds(j).Normal] = get_dynare_random_generator_state();
end
record.InitialParameters = ix2;
record.InitialLogLiK = ilogpo2;
diff --git a/matlab/random_walk_metropolis_hastings_core.m b/matlab/random_walk_metropolis_hastings_core.m
index 84f180c97d2472782fd05a37f4755c49155a0ef0..81143939e1ae7dd10123566eeefab5a2e66188de 100644
--- a/matlab/random_walk_metropolis_hastings_core.m
+++ b/matlab/random_walk_metropolis_hastings_core.m
@@ -135,14 +135,7 @@ jloop=0;
JSUM = 0;
for b = fblck:nblck,
jloop=jloop+1;
- try % Trap in the case matlab slave is called from an octave master.
- randn('state',record.Seeds(b).Normal);
- rand('state',record.Seeds(b).Unifor);
- catch
- JSUM = JSUM + sum(100*clock);
- randn('state',JSUM);
- rand('state',JSUM);
- end
+ set_dynare_seed(options_.DynareRandomStreams.Seed+b);
if (options_.load_mh_file~=0) && (fline(b)>1) && OpenOldFile(b)
load(['./' MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) ...
'_blck' int2str(b) '.mat'])
@@ -276,8 +269,7 @@ for b = fblck:nblck,
% close(hh);
% end
dyn_waitbar_close(hh);
- record.Seeds(b).Normal = randn('state');
- record.Seeds(b).Unifor = rand('state');
+ [record.Seeds(b).Unifor, record.Seeds(b).Normal] = get_dynare_random_generator_state();
OutputFileName(jloop,:) = {[MhDirectoryName,filesep], [ModelName '_mh*_blck' int2str(b) '.mat']};
end% End of the loop over the mh-blocks.
diff --git a/matlab/set_dynare_random_generator_state.m b/matlab/set_dynare_random_generator_state.m
new file mode 100644
index 0000000000000000000000000000000000000000..3b9d3c3a43c5e0853cc1979c4dd3397001a0b973
--- /dev/null
+++ b/matlab/set_dynare_random_generator_state.m
@@ -0,0 +1,59 @@
+function [state_u,state_n] = get_dynare_random_generator_state(state_u,state_n)
+% Wet state of Matlab/Octave random generator depending on matlab
+% (octave) version.
+% In older versions, Matlab kept one generator for uniformly distributed numbers and
+% one for normally distributed numbers.
+% For backward compatibility, we return two vectors, but, in recent
+% versions of Matlab and in Octave, we return two identical vectors.
+%
+% Copyright (C) 2010-2012 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+ matlab_random_streams = ~(exist('OCTAVE_VERSION') || matlab_ver_less_than('7.7'));
+
+ if matlab_random_streams% Use new matlab interface.
+ if matlab_ver_less_than('7.12')
+ s = RandStream.getDefaultStream();
+ else
+ s = RandStream.getGlobalStream();
+ end
+ if isequal(s.Type,'legacy')
+ rand('state',state_u);
+ randn('state',state_n);
+ else
+ if ~isequal(state_u,state_n)
+ error(['You are using the new Matlab RandStream mechanism ' ...
+ 'with a single random generator, but the values ' ...
+ 'of the state of the uniformly ' ...
+ 'distributed numbers and of the state of the ' ...
+ 'normally distributed numbers are different. Something must be ' ...
+ 'wrong, such as reloading old Metropolis runs, ' ...
+ 'computed on a different version of Matlab. If you ' ...
+ 'don''t understand the origin of the problem, ' ...
+ 'please, contact Dynare''s development team.'])
+ end
+ s_new = RandStream(s.type,'State',state_u);
+ if matlab_ver_less_than('7.12')
+ RandStream.setDefaultStream(s);
+ else
+ RandStream.setGlobalStream(s);
+ end
+ end
+ else% Use old matlab interface.
+ rand('state',state_u);
+ randn('state',state_n);
+ end
\ No newline at end of file