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The Mersenne twister is a pseudorandom number generator developed in 1997 by Template:Nihongo and Template:Nihongo^{[1]} that is based on a matrix linear recurrence over a finite binary field <math>F_{2}</math>. It provides for fast generation of very highquality pseudorandom numbers, having been designed specifically to rectify many of the flaws found in older algorithms.
Its name derives from the fact that period length is chosen to be a Mersenne prime. There are at least two common variants of the algorithm, differing only in the size of the Mersenne primes used. The newer and more commonly used one is the Mersenne Twister MT19937, with 32bit word length. There is also a variant with 64bit word length, MT1993764, which generates a different sequence.
Contents
Application
The algorithm in its native form is not suitable for cryptography (unlike Blum Blum Shub). Observing a sufficient number of iterates (624 in the case of MT19937) allows one to predict all future iterates. A pair of cryptographic stream ciphers based on output from Mersenne twister has been proposed by Makoto Matsumoto et al. The authors claim speeds 1.5 to 2 times faster than AES in counter mode.^{[2]}
Another issue is that it can take a long time to turn a nonrandom initial state into output that passes randomness tests. A small lagged Fibonacci generator or linear congruential generator gets started much quicker and usually is used to seed the Mersenne Twister. If only a few numbers are required and standards aren't high, it is simpler to use the seed generator. But the Mersenne Twister will still work.
For many applications, however, the Mersenne twister is quickly becoming the pseudorandom number generator of choice; for example, it is the default in R, Maple, MATLAB, and the two popular scripting languages Python^{[3]} and Ruby^{[4]}. Since the library is portable, freely available, and quickly generates high quality pseudorandom numbers, it is rarely a bad choice.
It is designed with Monte Carlo simulations and other statistical simulations in mind. Researchers primarily want high quality numbers but also benefit from its speed and portability.
Advantages
The commonly used variant of Mersenne Twister, MT19937 has the following desirable properties:
 It was designed to have a period of 2^{19937} − 1 (the creators of the algorithm proved this property). In practice, there is little reason to use a larger period, as most applications do not require 2^{19937} unique combinations (2^{19937} is approximately 4.3 × 10^{6001}; this is many orders of magnitude larger than the estimated number of particles in the observable universe, which is 10^{87}).
 It has a very high order of dimensional equidistribution (see linear congruential generator). This implies that there is negligible serial correlation between successive values in the output sequence.
 It passes numerous tests for statistical randomness, including the Diehard tests. It passes most, but not all, of the even more stringent TestU01 Crush randomness tests.
Alternatives
The Mersenne Twister algorithm has received some criticism in the computer science field, notably by George Marsaglia. These critics claim that while it is good at generating random numbers, it is not very elegant and is overly complex to implement. Marsaglia has provided several examples of random number generators that are less complex yet which he claims provide significantly larger periods. For example, a simple complementary multiplywithcarry generator can have a period 10^{33000} times as long, be significantly faster, and maintain better or equal randomness.^{[5]}^{[6]}
Algorithmic detail
The Mersenne Twister algorithm is a twisted generalised feedback shift register^{[7]} (twisted GFSR, or TGFSR) of rational normal form (TGFSR(R)), with state bit reflection and tempering. It is characterized by the following quantities:
 w: word size (in number of bits)
 n: degree of recurrence
 m: middle word, or the number of parallel sequences, 1 ≤ m ≤ n
 r: separation point of one word, or the number of bits of the lower bitmask, 0 ≤ r ≤ w  1
 a: coefficients of the rational normal form twist matrix
 b, c: TGFSR(R) tempering bitmasks
 s, t: TGFSR(R) tempering bit shifts
 u, l: additional Mersenne Twister tempering bit shifts
with the restriction that 2^{nw − r} − 1 is a Mersenne prime. This choice simplifies the primitivity test and kdistribution test that are needed in the parameter search.
For a word x with w bit width, it is expressed as the recurrence relation
 <math>x_{k+n} := x_{k+m} \oplus ({x_k}^u \mid {x_{k+1}}^l) A \qquad \qquad k=0,1,\ldots</math>
with  as the bitwise or and ⊕ as the bitwise exclusive or (XOR), x^{u}, x^{l} being x with upper and lower bitmasks applied. The twist transformation A is defined in rational normal form
<math> A = R = \begin{pmatrix} 0 & I_{w  1} \\ a_{w1} & (a_{w  2}, \ldots , a_0) \end{pmatrix} </math>
with I_{n − 1} as the (n − 1) × (n − 1) identity matrix (and in contrast to normal matrix multiplication, bitwise XOR replaces addition). The rational normal form has the benefit that it can be efficiently expressed as
<math> \boldsymbol{x}A = \begin{cases}\boldsymbol{x} \gg 1 & x_0 = 0\\(\boldsymbol{x} \gg 1) \oplus \boldsymbol{a} & x_0 = 1\end{cases} </math>
where
 <math>\boldsymbol{x} := ({x_k}^u \mid {x_{k+1}}^l) \qquad \qquad k=0,1,\ldots</math>
In order to achieve the 2^{nw − r} − 1 theoretical upper limit of the period in a TGFSR, φ_{B}(t) must be a primitive polynomial, φ_{B}(t) being the characteristic polynomial of
<math> B = \begin{pmatrix} 0 & I_{w} & \cdots & 0 & 0 \\ \vdots & & & & \\ I_{w} & \vdots & \ddots & \vdots & \vdots \\ \vdots & & & & \\ 0 & 0 & \cdots & I_{w} & 0 \\ 0 & 0 & \cdots & 0 & I_{w  r} \\ S & 0 & \cdots & 0 & 0 \end{pmatrix} \begin{matrix} \\ \\ \leftarrow m\hbox{th row} \\ \\ \\ \\ \end{matrix} </math>
<math> S = \begin{pmatrix} 0 & I_{r} \\ I_{w  r} & 0 \end{pmatrix} A </math>
The twist transformation improves the classical GFSR with the following key properties:
 Period reaches the theoretical upper limit 2^{nw − r} − 1 (except if initialized with 0)
 Equidistribution in n dimensions (e.g. linear congruential generators can at best manage reasonable distribution in 5 dimensions)
As like TGFSR(R), the Mersenne Twister is cascaded with a tempering transform to compensate for the reduced dimensionality of equidistribution (because of the choice of A being in the rational normal form), which is equivalent to the transformation A = R → A = T^{−1}RT, T invertible. The tempering is defined in the case of Mersenne Twister as
 y := x ⊕ (x >> u)
 y := :y ⊕ ((y << s) & b)
 y := :y ⊕ ((y << t) & c)
 z := y ⊕ (y >> l)
with <<, >> as the bitwise left and right shifts, and & as the bitwise and. The first and last transforms are added in order to improve lower bit equidistribution. From the property of TGFSR, <math>s + t \ge \lfloor w/2 \rfloor  1</math> is required to reach the upper bound of equidistribution for the upper bits.
The coefficients for MT19937 are:
 (w, n, m, r) = (32, 624, 397, 31)
 a = 9908B0DF_{16}
 u = 11
 (s, b) = (7, 9D2C5680_{16})
 (t, c) = (15, EFC60000_{16})
 l = 18
Pseudocode
The following generates uniformly 32bit integers in the range [0, 2^{32} − 1] with the MT19937 algorithm:
// Create a length 624 array to store the state of the generator int[0..623] MT int index = 0 // Initialize the generator from a seed function initializeGenerator(int seed) { MT[0] := seed for i from 1 to 623 { // loop over each other element MT[i] := last 32 bits of(1812433253 * (MT[i1] xor (right shift by 30 bits(MT[i1]))) + i) // 0x6c078965 } } // Extract a tempered pseudorandom number based on the indexth value, // calling generateNumbers() every 624 numbers function extractNumber() { if index == 0 { generateNumbers() } int y := MT[index] y := y xor (right shift by 11 bits(y)) y := y xor (left shift by 7 bits(y) and (2636928640)) // 0x9d2c5680 y := y xor (left shift by 15 bits(y) and (4022730752)) // 0xefc60000 y := y xor (right shift by 18 bits(y)) index := (index + 1) mod 624 return y } // Generate an array of 624 untempered numbers function generateNumbers() { for i from 0 to 623 { int y := 32nd bit of(MT[i]) + last 31 bits of(MT[(i+1) mod 624]) MT[i] := MT[(i + 397) mod 624] xor (right shift by 1 bit(y)) if (y mod 2) == 1 { // y is odd MT[i] := MT[i] xor (2567483615) // 0x9908b0df } } }
SFMT
SFMT, the SIMDoriented Fast Mersenne Twister, is a variant of Mersenne Twister, introduced in 2006^{[8]}, designed to be fast when it runs on 128bit SIMD.
 It is roughly twice as fast as Mersenne Twister.^{[9]}
 It has a better equidistribution property of vbit accuracy than MT but worse than WELL ("Well Equidistributed Longperiod Linear").
 It has quicker recovery from zeroexcess initial state than MT, but slower than WELL.
 It supports various periods from 2^{607}1 to 2^{216091}1.
Intel SSE2 and PowerPC AltiVec are supported by SFMT. It is also used for games with the Cell BE in the Playstation 3.^{[10]}
Implementations
 XLL Excel Addin Implementation of mersenne twister random number generator
 Two implementations of Mersenne Twister in Java: one is the fastest known, and the other is a dropin replacement for java.util.Random
 The GNU Scientific Library (GSL), containing an implementation of the Mersenne Twister
 C++ and binary function libraries for several platforms. Multithreaded. Includes Mersenne Twister and SFMT
 Implementations of the Mersenne Twister in C and C++
 Implementation of the Mersenne Twister in C++
 Implementation of the Mersenne Twister in C++ within the Mobile Robot Programming Toolkit
 Implementation of Mersenne Twister as an addin for Microsoft Excel
 Implementation of Mersenne Twister as a free module for Visual Basic (Microsoft Excel, Microsoft Access and VB compilers) and for other Basic versions in the official site of the Mersenne Twister
 Implementation of Mersenne Twister for REALbasic (requires REALbasic 2006r1 or greater)
 Implementation of Mersenne Twister for Lisp
 Implementation of Mersenne Twister in Euphoria
 Implementation of Mersenne Twister for C# (newer, System.Random dropin replacement) (Older implementation)
 Implementation of Mersenne Twister for Ada
 Implementation of Mersenne Twister for Fortran 95
 Implementation of Mersenne Twister for Mathematica
 Implementation of Mersenne Twister for MATLAB
 Implementation of Mersenne Twister for MitrionC
 Implementation of Mersenne Twister for Clean
 Highspeed Implementation of Mersenne Twister in Linoleum (a crossplatform Assembler), by Herbert Glarner
 CPAN module implementing the Mersenne Twister for use with Perl
 Implementation of Mersenne Twister for Haskell
 Implementation of Mersenne Twister for Standard ML
 Implementation of Mersenne Twister in F#
 It also is implemented in gLib and the standard libraries of at least PHP, Python and Ruby.
 C++ class implementing Mersenne Twister and SFMT
 C++ implementation of Mersenne Twister for the IBM/Sony Cell Broadband Engine (Cell BE) specialized processing units
 Mersenne Twister ported to ActionScript
References
 ↑ Template:Cite doi
 ↑ Template:Citation
 ↑ "10.6. random — Generate pseudorandom numbers". Python v2.6.2 documentation. Archived from the original. Error: You must specify the date the archive was made using the
archivedate=
parameter. http://docs.python.org/library/random.html#modulerandom. Retrieved on 20090427.  ↑ "Module: Kernel". Ruby documentation. Archived from the original. Error: You must specify the date the archive was made using the
archivedate=
parameter. http://www.rubydoc.org/core/classes/Kernel.html#M005977. Retrieved on 20090427.  ↑ Marsaglia on Mersenne Twister 2003
 ↑ Marsaglia on Mersenne Twister 2005
 ↑ Template:Cite doi
 ↑ SIMDoriented Fast Mersenne Twister (SFMT)
 ↑ SFMT:Comparison of speed
 ↑ PLAYSTATION 3 License
External links
 The academic paper for MT, and related articles by Makoto Matsumoto
 Mersenne Twister home page, with codes in C, Fortran, Java, Lisp and some other languages
 SIMDoriented Fast Mersenne Twister (SFMT)
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