Sunday, July 14, 2013

Mersenne twister

   The Mersenne twister is a pseudo random number generator developed in 1997 by Makoto Matsumoto (松本 眞?) and Takuji Nishimura (西村 拓士?)[1] that is based on a matrix linear recurrence over a finite binary field F_{2}. It provides for fast generation of very high-quality pseudorandom numbers, having been designed specifically to rectify many of the flaws found in older algorithms.

Its name derives from the fact that period length is chosen to be a Mersenne prime. There are at least two common variants of the algorithm, differing only in the size of the Mersenne primes used. The newer and more commonly used one is the Mersenne Twister MT19937, with 32-bit word length. There is also a variant with 64-bit word length, MT19937-64, which generates a different sequence.

For a k-bit word length, the Mersenne Twister generates numbers with an almost uniform distribution in the range [0, 2^k-1].

Read more: Wikipedia
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