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Jul 26

Mersenne Twister random number generator

Posted by abiao at 08:21 | Code » C++ | Comments(0) | Reads(11662)
SFMT is a new variant of Mersenne Twister (MT) introduced by Mutsuo Saito and Makoto Matsumoto in 2006. The algorithm was reported at MCQMC 2006.  The article will apper in the proceedings of MCQMC2006. (see Prof. Matsumoto's  Papers on random number generation.) SFMT is a Linear Feedbacked Shift Register (LFSR) generator that generates a 128-bit pseudorandom integer at one step. SFMT is designed with recent parallelism of modern CPUs, such as multi-stage pipelining and SIMD (e.g. 128-bit integer) instructions. It supports 32-bit and 64-bit integers, as well as double precision floating point as output.

wiki(Mersenne Twister)

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