Uniform Random Generator¶
Each character is detailed of the acronym is detailed :
S = SIMD = Single Instruction Multiple Data: the DSFMT algorithm is able to detect and take profit of the capacity of the microprocessor to realise several operations at a time.
F = Fast: the transformation of the -th state vector of the random generator into the -th state vector is written in order to optimize its performance.
MT = Mersenne Twister: the algorithm characteristics are the following ones :
the algorithm is initialized with a high Mersenne Number, of type , with .
the algorithm period depends on that initial point : . As a general way, the bad effects of the periodicity of the algorithm arise as soon as the number of simulations is greater than simulations. Here, we have : .
the realizations of the DSFMT algorithm are uniformly distributed within until .