Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator
ACM Transactions on Modeling and Computer Simulation 8 巻 1 号
3-30 頁
1998-01 発行
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ACMTraModel_8_3.pdf
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種類 :
全文
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タイトル ( eng ) |
Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator
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作成者 |
Nishimura Takuji
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収録物名 |
ACM Transactions on Modeling and Computer Simulation
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巻 | 8 |
号 | 1 |
開始ページ | 3 |
終了ページ | 30 |
抄録 |
A new algorithm called Mersenne Twister (MT) is proposed for generating uniform pseudorandom numbers. For a particular choice of parameters, the algorithm provides a super astronomical period of 219937 - 1 and 623-dimensional equidistribution up to 32-bit accuracy, while using a working area of only 624 words. This is a new variant of the previously proposed generators, TGFSR, modified so as to admit a Mersenne-prime period. The characteristic polynomial has many terms. The distribution up to v bits accuracy for 1 ≤ v ≤ 32 is also shown to be good. An algorithm is also given that checks the primitivity of the characteristic polynomial of MT with computational complexity O(p2) where p is the degree of the polynomial. We implemented this generator in portable C-code. It passed several stringent statistical tests, including diehard. Its speed is comparable to other modern generators. Its merits are due to the efficient algorithms that are unique to polynomial calculations over the two-element field.
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著者キーワード |
Finite fields
GFSR
Incomplete array
Inversive-decimation method
k-distribution
M-sequences
Mersenne Primes
Mersenne Twister
MT19937
Multiple-recursive matrix method
Primitive polynomials
Random number generation
Tempering
TGFSR
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NDC分類 |
数学 [ 410 ]
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言語 |
英語
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資源タイプ | 学術雑誌論文 |
出版者 |
ACM
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発行日 | 1998-01 |
権利情報 |
Copyright (c) 2006 ACM. This is the author version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in ACM Transactions on Modeling and Computer Simulation, Vol.8 No.1 ; http://dx.doi.org/10.1145/272991.272995
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出版タイプ | Author’s Original(十分な品質であるとして、著者から正式な査読に提出される版) |
アクセス権 | オープンアクセス |
収録物識別子 |
[ISSN] 1049-3301
[DOI] 10.1145/272991.272995
[NCID] AA10779230
[DOI] http://dx.doi.org/10.1145/272991.272995
~の異版である
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