Q:

How to set custom seed for pseudo-random number generator

I need to perform few tests where I use randn pseudo random number generator. How can I set the seed on my own, so every time I run this test I will get the same results? (yeah, I know it's a little bit weird, but that's the problem).
I've found the RANDSTREAM object that has the seed property, but it's read only. Is there any way to use it for seeding the generator? 

A:

The old way of doing it:
randn('seed',0)

The new way:
s = RandStream('mcg16807','Seed',0)
RandStream.setDefaultStream(s)

Note that if you use the new way, rand and randn share the same stream so if you are calling both, you may find different numbers being generated compared to the old method (which has separate generators). The old method is still supported for this reason (and legacy code).
See http://www.mathworks.com/help/techdoc/math/bsn94u0-1.html for more info.

A:

You can just call rng(mySeed) to set the seed for the global stream (tested in Matlab R2011b).  This affects the rand, randn, and randi functions.
The same page that James linked to lists this as the recommended alternative to various old methods (see the middle cell of the right column of the table).
Here's some example code:

format long;             % Display numbers with full precision
format compact;          % Get rid of blank lines between output
mySeed = 10;
rng(mySeed);             % Set the seed
disp(rand([1,3]));
disp(randi(10,[1,10]));
disp(randn([1,3]));
disp(' ');
rng(mySeed);             % Set the seed again to duplicate the results
disp(rand([1,3]));
disp(randi(10,[1,10]));
disp(randn([1,3]));

Its output is:

   0.771320643266746   0.020751949359402   0.633648234926275
     8     5     3     2     8     2     1     7    10     1
   0.060379730526407   0.622213879877005   0.109700311365407

   0.771320643266746   0.020751949359402   0.633648234926275
     8     5     3     2     8     2     1     7    10     1
   0.060379730526407   0.622213879877005   0.109700311365407

