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Mersenne Twister

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Hi,

I have two questions:

a) In the Mersenne sample code in Matsumoto's page (http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/C-LANG/mt19937-...), there are 3 variants for creating a double (64 bit) which he calls : genrand64_real{1,2,3}.

I need to make a comparison with some other implementation and would like to know which one is used in mkl?

Is there a difference between different mersenne brng's (SFMT, MT2203 ) - although maybe SFMT is an entirely different thing (I would not know)

b) in the seeding (initialization) some people skip a number of oucomes to avoid bad behavior. Does mkl do something along these lines?

("bad behavior" meaning the numbers getting "trapped" in certain values - again, no an expert by far)

 

TIA for your help.

Petros

PS: interested for both windows and linux (although I would not expect it to be different, just making sure)


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