MersenneTwister64 Class

A 64-bit Mersenne Twister generator.

For a list of all members of this type, see MersenneTwister64 Members.

System.Object
Imsl.Stat.MersenneTwister64

public class MersenneTwister64 : 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

MersenneTwister64 generates uniform pseudorandom 64-bit numbers with a period of $2^{19937}-1$ and a 623-dimensional equidistribution property. See Matsumoto et al. 1998 for details.

Since 64-bit numbers are generated, all of the bits of both nextFloat and nextDouble are pseudorandom.

The series of random numbers can be generated using a seed for initialization or by using an array of type int. 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.

Before using, initialize the state by using init_genrand(seed) or init_by_array(init_key, key_length).

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
The names of its contributors may not be used to endorse or promote products derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

Any feedback is very welcome.

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

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

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

MersenneTwister64 Class

Thread Safety

Remarks

Requirements

See Also