What is Mersenne Twister (MT)?

Mersenne Twister(MT) is a pseudorandom number generating algorithm developped by

Makoto Matsumoto and Takuji Nishimura (alphabetical order) in 1996/1997. An
improvement on initialization was given on 2002 Jan.

MT has the following merits:

* It is designed with consideration on the flaws of various existing generators.

* The algorithm is coded into a C-source downloadable below.

* Far longer period and far higher order of equidistribution than any other
implemented generators. (It is proved that the period is 2^19937-1, and 623-
dimensional equidistribution property is assured.)

* Fast generation. (Although it depends on the system, it is reported that MT is

sometimes faster than the standard ANSI-C library in a system with pipeline and
cache memory.) (Note added in 2004/3: on 1998, usually MT was much faster than
rand(), but the algorithm for rand() has been substituted, and now there are no
much difference in speed.)

* Efficient use of the memory. (The implemented C-code mt19937.c consumes only 624
words of working area.)

-------
Copyright notice from source code.
-------

A C-program for MT19937, with initialization improved 2002/1/26.

Coded by Takuji Nishimura and Makoto Matsumoto.

Before using, initialize the state by using init_genrand(seed)

or init_by_array(init_key, key_length).

Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,

All rights reserved.

Redistribution and use in source and binary forms, with or without

modification, are permitted provided that the following conditions
are met:

1. Redistributions of source code must retain the above copyright

notice, this list of conditions and the following disclaimer.

2. Redistributions in binary form must reproduce the above copyright

notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.

3. The names of its contributors may not be used to endorse or promote

products derived from this software without specific prior written
permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS

"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
 PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

Any feedback is very welcome.

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)

-----------
Note re the period. Using the "bc" program under Linux, we can see that the MT
algorithm repeats itself every

2^19937-1 =>

43154247973881626480552355163379198390539350432267115051652505414033\
30680137658091130451362931858466554526993825764883531790221733458441\
39095282691546091680190078753437413962968019201144864809026614143184\
43276980300066728104984095451588176077132969843762134621790396391341\
28520562761960051310664637664861599423667548653748024196435029593516\
86623639090479483476923139783013778207857124190544743328445291831729\
73242310888265081321626469451077707812282829444775022680488057820028\
76465939916476626520090056149580034405435369038986289406179287201112\
08336148084474829135473283672778795656483078469091169458662301697024\
01260240187028746650033445774570315431292996025187780790119375902863\
17108414964247337898626750330896137490576634090528957229001603800057\
16308751913739795550474681543332534749910462481325045163417965514705\
75481459200859472614836213875557116864445789750886277996487304308450\
48422342062926651855602433933919084436892101842484467704272766460185\
29149252772809226975384267702573339289544012054658956103476588553866\
33902546289962132643282425748035786233580608154696546932563833327670\
76989943977488852668727852745100296305914696387571542573553447597973\
44631006783673933274021499309687782967413915145996023742136298987206\
11431410402147238998090962818915890645693934483330994169632295877995\
84899336674701487176349480554999616305154122540346529700772114623135\
57040814930986630657336771911728539870957481678162560842128233801686\
25334586431254034670806135273543270714478876861861983320777280644806\
69112571319726258176315131359642954776357636783701934983517846214429\
49607571909180546251141436663841894338525764522893476524546315357404\
68786228945885654608562058042468987372436921445092315377698407168198\
37653823774861419620704154810637936512319281799900662176646716711347\
16327154817958770053826943934004030617004576911353491878748889234293\
49340145170571716181125795888889277495426977149914549623916394014822\
98502533165151143127880200905680845650681887726660983163688388490562\
18222629339865486456690806721917047404088913498356856624280632311985\
20436826329415290752972798343429446509992206368781367154091702655772\
72739132942427752934908260058588476652315095741707783191001616847568\
56586731928608820701797603072698499873548360423717346602576943472355\
06301744118874141292438958141549100609752216882230887611431996472330\
84238013711092744948355781503758684964458574991777286992674421836962\
11376751010832785437940817490940910430840967741447084363242794768920\
56200427227961638669149805489831121244676399931955371484012886360748\
70647956866904857478285521705474011394592962217750257556581106745220\
14489819919686359653615516812739827407601388996388203187763036687627\
30157584640042798880691862640268612686180883874939573818125022279689\
93026744625577395954246983163786300017127922715140603412990218157065\
96505326007758236773981821290873944498591827499990072235924233345678\
50671186568839186747704960016277540625331440619019129983789914712515\
36520033605799350860167880768756856237785709525554130490292719222018\
41725023571244499118702106426945650613849193734743245039662677990384\
02386781686809962015879090586549423504699190743519551043722544515740\
96782908433602593822578073088027385526155197204407562032678062444880\
34909982321612316877947156134057932495455095280525180101230872587789\
74115817048245588971438596754408081313438375502988726739523375296641\
61550140609160798322923982724061478325289247971651993698951918780868\
12211916417477109024806334910917048274412282811866324459071457871383\
51234842261380074621914004818152386666043133344875067903582838283562\
68808323657548206847963954638381953217452250268237244136327576587560\
91197836532983120667082171493167735643403792897243939867441398918554\
16612295739356668612658271234696438377122838998040199739078061443675\
41567107846340467370240377765347817336708484473470205686663615813800\
36922533822099094664695919301616260979205087421756703065051395428607\
50806159835357541032147095084278461056701367739794932024202998707731\
01769258204621070221251412042932253043178961626704777611512359793540\
41470848709854654265027720573009003338479053342506041195030300017040\
02887892941404603345869926367501355094942750552591581639980523190679\
61078499358089668329929768126244231400865703342186809455174050644882\
90392073167113076951318922965935090186230948105575195603052407871638\
09219164433754514863301000915916985856242176563624771328981678548246\
29737624953025136036341276836645617507703197745753491280643317653999\
59943433081184701471587128161493944212766142282629099500557469810532\
06610001560295784656616193252269412026831159508949671513845195883217\
14798274887926185141781997903441728559860772722086667768042609030875\
48238033454465663056192413083744527546681430154877108777280110860043\
25892262259413968285283497045571062757701421761565262725153407407625\
40514993198949445910641466053430537857670986252004986488096114486925\
86034737143636591940139627063668513892996928694918051725568185082988\
24954954815796063169517658741420159798754273428026723452481263569157\
30721315373978104162765371507859850415479728766312294671134815852941\
88164328250444666927811374744948983850643757875073764963451486253063\
83391555145690087891955315994462944493235248817599907119135755933382\
12170619147718505493663221115722292033114850248756330311801880568507\
35698415805181187107786539535712960143729408652704070219243831672903\
23231567912289419486240594039074452321678019381871219092155460768444\
57357855951361330424220615135645751393727093900970723782710124585383\
76783381610233975868548942306960915402499879074534613119239638529507\
54758058205625956600817743007191746812655955021747670922460866747744\
52087560785906233475062709832859348006778945616960249439281376349565\
75998474857735539909575573132008090408300364464922194099340969487305\
47494301216165686750735749555882340303989874672975455060957736921559\
19548081551403591570712993005702711728625284319741331230761788679750\
67842601954367603059903407084814646072789554954877421407535706212171\
98252192978869786916734625618430175454903864111585429504569920905636\
741539030968041471

bytes.