MersenneTwister

Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator A new algorithm called Mersenne twister (MT) is proposed for generating uniform pseudorandom numbers. For a particular choice of parameters, the algorithm provides a super astronomical period of 2 19937 -1 and 623-dimensional equidistribution up to 32-bit accuracy, while using a working area of only 624 words. This is a new variant of the previously proposed generators, TGFSR, modified so as to admit a Mersenne-prime period. The characteristic polynomial has many terms. The distribution up to v bits accuracy for 1≤v≤32 is also shown to be good. An algorithm is also given that checks the primitivity of the characteristic polynomial of MT with computational complexity O(p 2 ) where p is the degree of the polynomial. We implemented this generator in portable C-code. It passed several stringent statistical tests, including diehard. Its speed is comparable to other modern generators. Its merits are due to the efficient algorithms that are unique to polynomial calculations over the two-element field. (Source: http://freecode.com/)


References in zbMATH (referenced in 205 articles , 2 standard articles )

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  1. Bakiri, Mohammed; Guyeux, Christophe; Couchot, Jean-François; Oudjida, Abdelkrim Kamel: Survey on hardware implementation of random number generators on FPGA: theory and experimental analyses (2018)
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  8. Contassot-Vivier, Sylvain; Couchot, Jean-François; Guyeux, Christophe; Heam, Pierre-Cyrille: Random walk in a $\mathsf N$-cube without Hamiltonian cycle to chaotic pseudorandom number generation: theoretical and practical considerations (2017)
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  10. Komori, Yoshio; Cohen, David; Burrage, Kevin: Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations (2017)
  11. LeFloch, Philippe G.; Mercier, Jean-Marc: A new method for solving Kolmogorov equations in mathematical finance (2017)
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  14. Rathijit Sen, Jianqiao Zhu, Jignesh M. Patel, Somesh Jha: ROSA: R Optimizations with Static Analysis (2017) arXiv
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  16. Czibula, Oliver G.; Gu, Hanyu; Zinder, Yakov: A Lagrangian relaxation-based heuristic to solve large extended graph partitioning problems (2016)
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  19. Jakob, Wenzel: Path space Markov chain Monte Carlo methods in computer graphics (2016)
  20. Karney, Charles F.F.: Sampling exactly from the normal distribution (2016)

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