Numerical analysis Monte Carlo and quasi-Monte Carlo methods Object
Mersenne Twister
Description
The Mersenne Twister is a pseudorandom number generator designed by Makoto Matsumoto and Takuji Nishimura. Its standard version, MT19937, works with -bit words. Its state is an array of words, that is bits, of which bits are effective. The transition function is linear over the field with two elements . It combines three words of the array by shifts, masks and exclusive or, in a twisted generalised feedback shift register recurrence. The output function applies a fixed invertible linear map, the tempering, to the newest word. It fits the definition of a generator: the state space is finite, and the transition and output are fixed maps. The seed determines the initial array. Its period is , which is a Mersenne prime; this is where the name comes from. Its outputs are -dimensionally equidistributed to -bit accuracy. That is, over a full period every -tuple of consecutive -bit outputs occurs equally often, except that the all-zero tuple occurs once less.
Remarks
Because the generator is linear over , consecutive outputs determine the whole state, so all later outputs can be predicted. It is therefore not suitable for cryptography. Linearity also makes it fail some statistical tests based on linear complexity, although these rarely matter in simulation. The large state means it can take many steps to recover from a seed with mostly zero bits.
Further reading
About this page
| Tag | YVEA283NZW |
|---|---|
| URI | m2://YVEA283NZW |
| Kind | object |
| Writing | W0 stub |
| MSC | 65C10, 11K45 |
| Instance of | Pseudorandom number generator |
| Same as |
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