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January 1, 1998ACM Transactions on Modeling and Computer Simulation

Mersenne twister

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Authors

MMMakoto MatsumotoTNTakuji Nishimura

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Overview

Randomized trial reveals improved uniform pseudorandom number generation properties, suggesting greater efficiency and accuracy.

Key Points

  • To propose and analyze the Mersenne Twister (MT) algorithm for generating uniform pseudorandom numbers with superior characteristics.
  • Proposed the Mersenne Twister algorithm and derived its properties including a super astronomical period of 2^19937 - 1.
  • Implemented the generator in C-code to evaluate performance and compatibility with existing tests.
  • Conducted statistical tests, including diehard, to validate the randomness and effectiveness of the MT algorithm.
  • Achieved a period of 2^19937 - 1 with 623-dimensional equidistribution up to 32-bit accuracy.
  • Passed several stringent statistical tests, indicating high-quality pseudorandom number generation.
  • Demonstrated comparable speed to other modern generators while maintaining efficiency.

Cite This Study

Matsumoto et al. (1998) studied this question.

synapsesocial.com/papers/69d572e375589c71d767e8cahttps://doi.org/10.1145/272991.272995
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