mt2203

The engine is based on a set of 6024 Mersenne Twister pseudorandom number generators with period 22203.

MT2203 generators are intended for use in large scale Monte Carlo simulations performed on multi-processor computer systems [Matsumoto2000].

Subsequence selection methods support

skipAhead (nskip)

Not supported

leapfrog (threadIdx, nThreads)

Not supported

Batch Processing

Mersenne Twister engine needs the initial condition (seed) for state initialization. The seed can be either an integer scalar or a vector of \(p\) integer elements, the inputs to the respective engine constructors.

Algorithm Parameters

MT2203 engine has the following parameters:

Parameter

Default Value

Description

algorithmFPType

float

The floating-point type that the algorithm uses for intermediate computations. Can be float or double.

method

defaultDense

Performance-oriented computation method; the only method supported by the algorithm.

seed

  • \(777\) for a scalar seed

  • NA for a vector seed

Initial condition for state initialization, scalar or vector:

  • Scalar, value of size_t type

  • Vector, pointer to HomogenNumericTable of size \(1 \times p\)