[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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