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Http://www.math.sci. Hiroshima-u.ac.jp/~m -mat/MT/ARTICLES/sfm T.pdf

sfmt.pdf
Preview of http://www.math.sci. hiroshima-u.ac.jp/~m -mat/MT/ARTICLES/sfm t.pdf
🔗 Source: math.sci.hiroshima-u.ac.jp
📊 Size: 214 KB
📄 Pages: 15 pages
⬇️ Downloads: 56

Summary

Mersenne Twister (MT) is a widely-used fast pseudorandom number generator with a long period of 2^19937 - 1. However, its design is 10 years old and does not take into account new CPU features such as Single Instruction Multiple Data (SIMD) operations and multi-stage pipelines. A new generator, SIMD-oriented Fast Mersenne Twister (SFMT), is proposed, which is analogous to MT but makes full use of these features. SFMT is a 128-bit based PRNG with a recursion that fits pipeline processing better than MT, and it is roughly twice as fast as optimized MT using SIMD operations. Additionally, SFMT has a better dimension of equidistribution than MT. A block-generation function is also introduced, which fills an array of 32-bit integers in one call, speeding up generation by a factor of two.

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Description

Mersenne Twister (MT) is a widely-used fast pseudorandom number generator with a long period of 2^19937 - 1.

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  • File Format: PDF
  • File Size: 214 KB
  • Pages: 15
  • Language: EN
  • Total Downloads: 56
  • Last Updated: 1 month ago

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