Mersenne Twister Random Number Generator

The Mersenne Twister is an algorithm for generating random numbers. It was designed with consideration of the flaws in various other generators. The period, 2^19937-1, and the order of equidistribution, 623 dimensions, are far greater. The generator is also fast; it avoids multiplication and division, and it benefits from caches and pipelines. See the inventors' page for more details.

I have implemented the Mersenne Twister in a C++ class that is fast, convenient, portable, and free. Take a look at the class or download the complete package in zip or tarball format. The latest version, v0.8, corrects the list of included headers.

Features:

Simple creation of generator with MTRand r;
Convenient access with double a = r();
Generation of integers or floating-point numbers
Easy seeding options
- Automatically from /dev/urandom or time() and clock()
- Single integer
- 19937 bits for full range
Ability to save and restore state
Thorough example program
Validation and performance tests
Open source code under GNU Lesser General Public License

On my system, a Pentium III running Linux at 500 MHz, the performance test gives the following results for generation of random integers:

MersenneTwister.h	17.8 million per second
Original C version	10.8 million per second
Cokus's optimized C version	11.8 million per second
Standard rand()	5.8 million per second

Rick Wagner ( rjwagner@writeme.com ) 24 Mar 02