Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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[SerializableAttribute] public class MersenneTwister : Random..::.BaseGenerator, ICloneable |
Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class MersenneTwister _ Implements Random..::.BaseGenerator, ICloneable |
Visual C++ |
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[SerializableAttribute] public ref class MersenneTwister : Random..::.BaseGenerator, ICloneable |
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
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.
Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, All rights reserved.
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
mailto: m-mat@math.sci.hiroshima-u.ac.jp