Mersenne
Random number generator class using the Mersenne Twister algorithm
Interface
#include <codecogs/statistics/random/mersenne.h>
using namespace Statistics::Random;
Overview
This class provides a very fast and very long period random number generator using Makoto Matsumoto's and Takuji Nishimura's Mersenne Twister algorithm. It produces uniformly distributed pseudo-random 32-bit values with period of
Algorithm:
To give you an idea of the running time for each of the functions, here are the results for generating 100,000,000 random numbers on a 750MHz microprocessor :
- genReal 4 seconds
- genInt 4 seconds
This diagram is obtained by generating two sequences of 1000 uniform floating point random numbers in the (0, 1) interval and then plotting them one versus the other. It shows that the distribution is indeed uniform.
References
- The Mersenne Twister algorithm made by Makoto Matsumoto and Takuji Nishimura.
- "The Art of Computer Programming", Donald Knuth, Volume 2 3rd Ed. P.106
- The Newran03 random number generator library of Robert Davies, http://www.robertnz.net/nr03doc.htm
Example 1
The following example displays 20 random floating point numbers and 20 random large integers. It uses two different generators to achieve this. The first generator uses the system timer to initialize the seed, while the second is simply initialized with a particular value. Notice that it was necessary to divide the timer with the CARRYDIV value in order to keep the seed in the (0, 1) interval. The output of the first generator will obviously vary with each execution of the program, while the output of the second will always be the same if the seed is never changed.
#include <iostream>
#include <time.h>
#include <codecogs/statistics/random/mersenne.h>
using namespace std;
int main() {
Stats::Random::Mersenne A(time(0) / MERSENNEDIV);
Stats::Random::Mersenne B(0.638);
for (int i = 0; i < 20; ++i)
cout << A.genReal() << endl;
cout << endl;
for (int i = 0; i < 20; ++i)
cout << B.genInt() << endl;
return 0;
}Members of Mersenne
CLASS METHOD
Mersenne
Parameters
CLASS METHOD
Mersenne
CLASS METHOD
genReal
CLASS METHOD
genInt
CLASS METHOD
setSeed
Parameters
CLASS METHOD
getSeed
CLASS METHOD
Init
CLASS METHOD
Init
CLASS METHOD