MersenneTwister Class

A 32-bit Mersenne Twister generator.

For a list of all members of this type, see MersenneTwister Members.

System.Object
Imsl.Stat.MersenneTwister

public class MersenneTwister : BaseGenerator, ICloneable

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

By default, the class Random uses the uniform distribution generated by the base class Random. Alternatively, one can instantiate MersenneTwister or MersenneTwister64 to generate uniform psuedorandom numbers via the Mersenne Twister algorithm. These generators have a period of $2^{19937}-1$ and a 623-dimensional equidistribution property. See Matsumoto et al. 1998 for details. The series of random numbers can be generated using a seed for initialization or by using an array of type int or This generator can be used to generate non-uniform distributions by creating an Random object using an instance of this class as an argument to the constructor. One can also save the state of the generator at initialization to be re-used later.

This C# code was translated from the the following C program.

A C-program for MT19937, with initialization improved 2002/1/26. Coded by Takuji Nishimura and Makoto Matsumoto.

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http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

mailto: m-mat@math.sci.hiroshima-u.ac.jp

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

MersenneTwister Class

Thread Safety

Remarks

Requirements

See Also