[PD-dev] RNG

Krzysztof Czaja czaja at chopin.edu.pl
Wed Aug 28 17:51:44 CEST 2002


hi Chris,

thanks for the pointer.  I have briefly looked at MT19937 some time
ago, and thought it would be worth a try.  Now I am looking at an
original implementation (claimed to be slower than an improved
version you are referring to, by a factor of 1.7), and starting to
have some doubts.

1. I do not know if MT199937 is well suited for inlining in a
'perform' routine of a tilde object.  Correct me, if I am wrong.

2. Control classes might pay a small extra price in speed of course.
But how big it really is?  My lame measurements show the original
MT19937 to be approx 20 times slower than quick'n'dirty LCG.  Again,
I may be wrong.

3. There would also be some memory overhead (approx 2.5kB for
every object).

4. MT19937 is GPLed.

Krzysztof

Chris McCormick wrote:
 > I recommend the following BSD lisenced algorithm. It's fast and simple (does not 
require mod or divide) and it's got a period of 2^19937:





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