Mersenne Twister

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mib@io.com
Thu, 9 Jul 1998 22:48:13 -0500


http://www.math.keio.ac.jp/~matumoto/emt.html

Mersenne Twister(MT) is a pseudorandom number generator developped by Makoto
Matsumoto and Takuji Nishimura (alphabetical order) during 1996-1997. MT has
the following merits:

* It is designed with consideration on the flaws of various existing
  generators.
* The algorithm is coded into a C source downloadable below.
* Far longer period and far higher order of equidistribution than any other
  implemented generators. (It is proved that the period is 2^19937-1, and
  623-dimensional equidistribution property is assured.)
* Fast generation. (Although it depends on the system, it is reported that MT
  is sometimes faster than the standard ANSI-C library in a system with
  pipeline and cache memory.)
* Efficient use of the memory. (The implemented C-code mt19937.c consumes only
  624 words of working area.)

-- 
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The following archive was created by hippie-mail 7.98617-22 on Fri Aug 21 1998 - 17:20:14 ADT