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Mersenne Twister

version 1.5.0.1 (6.06 KB) by Peter Perkins
Mersenne Twister uniform pseudo-random number generator.

5.8K Downloads

Updated 01 Sep 2016

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NOTE: Beginning in V7.1 (R14SP3), MATLAB® includes built-in support for the Mersenne Twister. The mex file here is only needed for versions prior to that.
TWISTER produces pseudo-random numbers using the Mersenne Twister algorithm by Nishimura and Matsumoto, and is an alternative to the built-in function RAND in MATLAB. It creates double precision values in the closed interval [0, 1-2^(-53)], and can generate 2^19937 - 1 values before repeating itself.

This is a Mex file implementation derived from a copyrighted C program by Takuji Nishimura and Makoto Matsumoto. See, e.g., http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

Reference: M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3--30.

Cite As

Peter Perkins (2021). Mersenne Twister (https://www.mathworks.com/matlabcentral/fileexchange/6614-mersenne-twister), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

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