| Generator 13 : mt19937 | Random number generator tested: |
mt19937 |
| Minimum value: | 0 | Maximum value: | 4294967295 | Family: | Mersenne Twister |
| Random number generator algorithms: | |
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The MT19937 generator of Makoto Matsumoto and Takuji Nishimura is an enhanced version of their previous twisted generalized feedback shift-register algorithm (GFSR) with two new ideas. It has a Mersenne prime period of 219937 - 1 (about 106000) and is equi-distributed in 623 dimensions. It uses 624 words of state per generator and is comparable in speed to the other generators.
The original generator used a default seed of 4357 and choosing s equal to zero in gsl_rng_set reproduces this. This generator uses the corrected version of the seeding procedure published later by the two authors above. The original seeding procedure suffered from low-order periodicity, but can be used by selecting the alternate generator gsl_rng_mt19937_1998. For more information see, Makoto Matsumoto and Takuji Nishimura, "Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator". ACM Transactions on Modeling and Computer Simulation, Vol.8, No.1 (Jan. 1998). Makoto Matsumoto has a web page with more information about the generator, http://www.math.keio.ac.jp/~matumoto/emt.html |
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