Skip to content
Commit 7ea2741d authored by Paolo's avatar Paolo
Browse files

Implement the MT2203 generator



   This patch introduces the collection of 6024 Mersenne-Twister
   pseudorandom number generators. Each generator has a period of 2^2203
   and the parameters have been obtained by using the dynamic code
   generator code proposed in:

   M. Matsumoto and T. Nishimura "Dynamic
   Creation of Pseudorandom Number Generators"
   Monte Carlo and Quasi-Monte Carlo Methods, 1998,
   Springer 2000, pp 56-69.

   This generator is particularly useful for Monte Carlo simulations.
   The parameters used do not satisfy bitwise reproducibility with any
   other RNG library, apart from Arm Performance Libraries, we have
   tested it against. The validity of the parameters has been tested
   running the testu01/BigCrush battery of tests. As a comparison, other
   RNG libraries were tested against the same battery of tests and
   similar results were observed in terms of statistical properties of
   the generated numbers.

Co-Authored-By: Kevin Mooney's avatarKevin Mooney <kevin.mooney@arm.com>
Co-Authored-By: Joe Ramsay's avatarJoe Ramsay <joe.ramsay@arm.com>
Co-Authored-By: Paolo's avatarPaolo Tricerri <paolo.tricerri@arm.com>
parent d4b55237
Loading
Loading
Loading
Pipeline #21920 passed with stage
in 2 minutes and 52 seconds
Loading
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment