What does Matlab's “randn” generate [closed]

Question

I'm trying to read a Matlab script and can't figure out what does randn generate here:

a=0.1; b=a*randn;

Is it a random real number from (0, 1)?

Answer 1

Documentation from Matlab R2012a

randn

Normally distributed pseudorandom numbers

Syntax

r = randn(n)

It will generate a number $x$ such that $x$ follows $N(0,1^2)$

My Box-Muller Implementation

#define SRAND()     srand(rand()%RAND_MAX*32768+rand()*rand()+500+(unsigned)time(0))
// Sorry about this strange looking SRAND() macro because otherwise it would 
// continue to generate the same number if continuously used.

double uniform()
{
    SRAND();
    return (double)(rand()+32768*rand())/1073741824;
}
double gaussian()
{
    return sqrt(-2.0*log(uniform()))*cos(2*PI*uniform());
}

Answer 2

From matlab:

help randn
RANDN Normally distributed random numbers.
R = RANDN(N) returns an N-by-N matrix containing pseudo-random values drawn from a normal distribution with mean zero and standard deviation one. RANDN(M,N) or RANDN([M,N]) returns an M-by-N matrix. RANDN(M,N,P,...) or RANDN([M,N,P,...]) returns an M-by-N-by-P-by-... array. RANDN with no arguments returns a scalar. RANDN(SIZE(A)) returns an array the same size as A.

Answer 3

Googling "Matlab randn" gives, as a first result, this Matlab documentation. The first example there says:

Example 1 Generate values from a normal distribution with mean 1 and standard deviation 2:

r = 1 + 2.*randn(100,1);

In your case then you are generating numbers with a mean of 0 and a standard deviation of 0.1, as you have b = 0 + 0.1 * randn(100,1).

In fairness, finding this through Google isn't hard.