From octave-sources-request at bevo dot che dot wisc dot edu  Sun Aug  1 19:04:49 1999
Subject: Octave module for the Mersenne Twister MT19337 RNG
From: Dirk Eddelbuettel <edd at debian dot org>
To: octave-sources at bevo dot che dot wisc dot edu
CC: matumoto at math dot keio dot ac dot jp, Cokus@math.washington.edu
Date: Sun,  1 Aug 1999 20:04:43 -0400 (EDT)



	     Octave module for the Mersenne Twister MT19337 RNG


The file randmt.cc provides three new commands for GNU Octave:

	randmt		generate U(0,1) random numbers
	randmtn		generate N(0,1) random numbers
	randmtseed	set the seed of the generator

The actual implmentation of the RNG is provided by the included file cokus.c,
written by Shawn Cokus <Cokus at math dot washington dot edu>. This is an improved
implementation of the very long period, fast, and memory-efficient Mersenne
Twister Random Number Generator by Makoto Matsumoto and Takuji Nishimura.
This RNG is fully documented at
	http://www.math.keio.ac.jp/~matumoto/emt.html, 
and the following paper provides the technical details:

 at Article{Matsumoto_Nishimura98,
  author = 	 {Makoto Matsumoto and Takuji Nishimura},
  title = 	 {Mersenne Twister: A 623-dimensionally equidistributed uniform
		   pseudorandom number generator},
  journal = 	 {ACM Transactions on Modeling and Computer Simulation},
  year = 	 1998,
  volume =	 8,
  number =	 1,
  pages =	 {3-30},
  note =	 {Code and information available at 
                  \url{http://www.math.keio.ac.jp/matumoto/emt.html}} 
}

Just type `make' to build the Octave modules randmt.oct, randmtn.oct, and
randmtseed.oct. The `compare_rngs.m' Octave script can be used to time this
RNG against the default RNG.

This package is released under the GNU GPL just like Octave and the MT itself.

Dirk Eddelbuettel 
edd at debian dot org



-- 
According to the latest figures, 43% of all statistics are totally worthless.