matlab产生随机数整体趋势变小,（原创）matlab随机数产生的效率比较

在量化交易里，运算速度直接决定交易的结果好坏。

用matlab生成随机数，方法多种多样

unifrnd生成连续数据 rand*k有同样效果

unidrnd生成离散数据 ceil(rand*k)有同样的效果

下面比较一下运行效率：

k=1:10;

tic

for i=k

x1=unifrnd(0,100,1000,1000);

end

toc

tic

for i=k

x2=unidrnd(100,1000,1000);

end

toc

tic

for i=k

x3=rand(1000,1000)*100;

end

toc

tic

for i=k

x4=ceil(rand(1000,1000)*100);

end

toc

运行结果：

Elapsed time is 0.273217 seconds.

Elapsed time is 0.211033 seconds.

Elapsed time is 0.168255 seconds.

Elapsed time is 0.194122 seconds.

>> eee

Elapsed time is 0.230651 seconds.

Elapsed time is 0.201707 seconds.

Elapsed time is 0.152219 seconds.

Elapsed time is 0.196154 seconds.

>> eee

Elapsed time is 0.252402 seconds.

Elapsed time is 0.196528 seconds.

Elapsed time is 0.147061 seconds.

Elapsed time is 0.193649 seconds.

>> eee

Elapsed time is 0.227293 seconds.

Elapsed time is 0.192890 seconds.

Elapsed time is 0.148696 seconds.

Elapsed time is 0.195020 seconds.

可以看出，专门命令的效率还不如用rand搭建的效率。

所以不需要记那么多代码了，直接用rand代替吧。

当然normrnd还是要记住的，能够缩减代码长度。