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mt19937

Mersenne Twister engine is a random number engine based on Mersenne Twister algorithm. More specifically, it is a Mersenne Twister pseudorandom number generator with period \(2^{19937}-1\) [Matsumoto98].

Subsequence selection methods support

skipAhead (nskip)

Supported

leapfrog (threadIdx, nThreads)

Not supported

Batch Processing

Mersenne Twister engine needs the initial condition (seed) for state initialization. The seed can be either an integer scalar or a vector of \(p\) integer elements, the inputs to the respective engine constructors.

Algorithm Parameters

Mersenne Twister engine has the following parameters:

Algorithm Parameters for mt19937 engine (Batch Processing)

Parameter

Default Value

Description

algorithmFPType

float

The floating-point type that the algorithm uses for intermediate computations. Can be float or double.

method

defaultDense

Performance-oriented computation method; the only method supported by the algorithm.

seed

  • \(777\) for a scalar seed

  • NA for a vector seed

Initial condition for state initialization, scalar or vector:

  • Scalar, value of size_t type

  • Vector, pointer to HomogenNumericTable of size \(1 \times p\)

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