Overview of the RandomTools[MersenneTwister] Subpackage
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RandomTools[MersenneTwister][function](arguments)
function(arguments)
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The RandomTools[MersenneTwister] subpackage contains functions for creating pseudo-random number generators using the Mersenne Twister algorithm. This algorithm has the following properties:
* period length of 2^19937-1
* 623-dimensional equidistribution property
* passed various tests, including the diehard test by G. Marsaglia and the load test by O.Hellekalek and S. Wegenkittl
* very fast
The MersenneTwister algorithm is implemented in the kernel and is extremely fast. This algorithm is also used within the kernel for generating random rtables and random polynomials.
The MersenneTwister algorithm is intended to be used as a general purpose random number generator. It is good for randomized algorithm and generating random data. However the MersenneTwister has not been shown to produce numbers that can be considered cryptographically secure. For cryptography the BlumBlumShub generator should be used.
Each command in the RandomTools[MersenneTwister] subpackage can be accessed by using either the long form or the short form of the command name in the command calling sequence.
As the underlying implementation of the RandomTools[MersenneTwister] subpackage is a module, it is also possible to use the form MersenneTwister:-command to access a command from the package. For more information, see Module Members.
<Text-field style="Heading 2" layout="Heading 2">List of RandomTools[MersenneTwister] Subpackage Commands</Text-field>GenerateFloatGenerateFloat64GenerateIntegerGenerateInteger32GenerateUnsignedInt32GetStateNewGeneratorSetState
To display the help page for a particular MersenneTwister command, see Getting Help with a Command in a Package.
<Text-field style="Heading 2" layout="Heading 2" bookmark="seealso">See Also</Text-field>rand, RandomTools, RandomTools[BlumBlumShub], RandomTools[LinearCongruence], RandomTools[QuadraticCongruence], UsingPackages , with
<Text-field style="Heading 2" layout="Heading 2">References</Text-field>
Matsumoto, Makoto and Nishimura, Takuji. "Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator." ACM Transactions on Modeling and Computer Simulation, Vol 8, No 1, (January 1998): 3-30.
The Mersenne Twister Home Page, Home page of Makoto Matsumoto, http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html accessed 1 June 2005.