RANDMT: Octave function to produce random numbers via Mersenne twister
AbstractThe file randmt.cc provides three new commands for GNU Octave:randmt to generate U(0,1) random numbers, randmtn to generate N(0,1) random numbers, and randmtseed to set the seed of the generator. The actual ANSI C implementation of the RNG is provided by the file cokus.c (also included in the tarball), written by Shawn Cokus. This is an improved implementation of the very long period, fast, and memory-efficient Mersenne Twister Random Number Generator by Makoto Matsumoto and Takuji Nishimura. This random number generator uses a twisted generalized feedback shift-register algorithm which has a Mersenne prime period of 2^19937 - 1, or about 10^6000, and is equi-distributed in 623 dimensions. It has passed the `DIEHARD' statistical tests by Marsaglia, but is also extremely fast and efficient in terms of memory usage. The code has been tested on 32bit (i386) and 64bit (alpha) versions of Linux. Beyond the actual MT implementation by Shawn Cokus, one routine from the RANDLIB library (Brown, Lovato, Russell, Venier, 1997, available at MDACC) was used to tranform uniform into standard normal deviates. This is the Ahrens and Dieter (1973) algorithm. I have simply combined the pieces, and provided simple C++ wrappers so that Octave can access this code. Also included are a Makefile, and a simple Octave script to time the MT RNG against Octave's default RNG from RANDLIB. Provided mkoctfile is in your PATH, you can just type make to build the Octave modules randmt.oct, randmtn.oct, and randmtseed.oct. The `compare_rngs.m' Octave script can be used to time this RNG against the default RNG.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoSoftware component provided by in its series Octave codes with number C021101.
Programming language: Octave
Date of creation: 11 Feb 2000
Date of revision:
Contact details of provider:
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.