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Mersenne Twister

Mersenne Twister(MT) is a pseudorandom number generator. Following are its main features:

  • 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.)
  • fficient use of the memory. (The implemented C-code mt19937.c consumes only 624 words of working area.)
There are also Fortran (g77 ok) implementation.

Current Version:   3.0

License Type:   ??

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

Source Code Availability:

Yes

Available Binary Packages:

  • Debian Package:   No
  • RedHat RPM Package:   No
  • Other Packages:   No

Targeted Platforms:

C/Fortran platform

Software/Hardware Requirements:

C or Foretran compiler

Other Links:
http://www.cs.umd.edu/users/seanl/gp/ contains Java implementation

Mailing Lists/USENET News Groups:

None

User Comments:

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