
What does rng(seed,''5normal") actually means and what they are controlling while generating the matrices?
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rng(42,"v5normal")
n=50;
p=10;
r=7;
U=mvnrnd(zeros(r,1),sqrt(1)*eye(r),n);
U=randn(n,r);
V=mvnrnd(zeros(r,1),sqrt(1)*eye(r),p);
V=randn(p,r);
X=U*V';
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Walter Roberson
le 13 Mar 2025
According to https://www.mathworks.com/help/matlab/ref/randstream.html#mw_cc34b6ad-c7e6-4943-b21b-7d7310a4dd52 "v5normal" corresponds to generator keyword shr3cong
According to https://www.mathworks.com/help/matlab/ref/randstream.html#mw_cc34b6ad-c7e6-4943-b21b-7d7310a4dd52 generator keyword shr3cong is "Shift-register generator summed with linear congruential generator", with no stream support and a period of 2^64
https://www.mathworks.com/help/matlab/math/creating-and-controlling-a-random-number-stream.html further details that shr3cong is

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