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Uniform Random Number Algorithm
01-26-2017, 01:26 AM
Post: #16
RE: Uniform Random Number Algorithm
(01-23-2017 06:56 PM)parisse Wrote:  Actually the Prime CAS does not use the Mersenne Twister, while giac/xcas does, more precisely tinymt32.c which has the following copyright header
Code:
/**
 * @file tinymt32.c
 *
 * @brief Tiny Mersenne Twister only 127 bit internal state
 *
 * @author Mutsuo Saito (Hiroshima University)
 * @author Makoto Matsumoto (The University of Tokyo)
 *
 * Copyright (C) 2011 Mutsuo Saito, Makoto Matsumoto,
 * Hiroshima University and The University of Tokyo.
 * All rights reserved.
 *
 * The 3-clause BSD License is applied to this software, see
 * LICENSE.txt
 */
The Prime CAS is using a congruential generator:
Code:
 r = unsigned ((1664525*ulonglong(r)+1013904223)%(ulonglong(1)<<31));

Not pushing! But if the better RNG is already incorporated, why not be consistent and uniform. Just asking. Monte Carlo methods are more important every day, so best RNG is vital. Thanks!
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Messages In This Thread
Uniform Random Number Algorithm - KeithB - 01-19-2017, 06:09 PM
RE: Uniform Random Number Algorithm - DrD - 01-23-2017, 06:02 PM
RE: Uniform Random Number Algorithm - mark4flies - 01-26-2017 01:26 AM



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