mt19937#

Mersenne Twister pseudorandom number generator.

Description

The Mersenne Twister pseudorandom number generator, mt19937, is a modification of twisted generalized feedback shift register generator [Matsumoto98]. MT19937 has the period length of $2^{19937} - 1$ and is 623-dimensionally equidistributed with up to 32-bit accuracy. These properties make the generator applicable for simulations in various fields of science and engineering. The state of the generator is represented by 624 32-bit unsigned integer numbers.

Generation algorithm

$x_{n} = x_{n - (624 - 397)} \oplus ((x_{n - 624} & 0 x 80000000) | (x_{n - 624 + 1} & 0 x 7 F F F F F F F)) A$

$y_{n} = x_{n}$

$y_{n} = y_{n} \oplus (y_{n} >> 11)$

$y_{n} = y_{n} \oplus ((y_{n} << 7) & 0 x 9 D 2 C 5680)$

$y_{n} = y_{n} \oplus ((y_{n} << 15) & 0 x E F C 60000)$

$y_{n} = y_{n} \oplus (y_{n} >> 18)$

$u_{n} = y_{n} / 2^{32}$

Matrix $A_{j} (32 x 32)$ has the following format:

\begin{array}{r} [\begin{array}{ccccc} 0 & 1 & 0 & . . . & . . . \\ 0 & 0 & . . . & 0 & . . . \\ . . . & . . . & . . . & . . . & . . . \\ 0 & . . . & 0 & 0 & 1 \\ a_{31} & a_{30} & . . . & . . . & a_{0} \end{array}] \end{array}

Where the 32-bit vector $a = a_{31} . . a_{0}$ has the value $a = 0 x 9908 B 0 D F$ .

class mt19937#

Syntax

namespace oneapi::math::rng {
class mt19937 {
public:
    static constexpr std::uint32_t default_seed = 1;

    mt19937(sycl::queue queue, std::uint32_t seed = default_seed);

    mt19937(sycl::queue queue, std::initializer_list<std::uint32_t> seed);

    mt19937(const mt19937& other);

    mt19937(mt19937&& other);

    mt19937& operator=(const mt19937& other);

    mt19937& operator=(mt19937&& other);

    ~mt19937();
};
}

Class Members

Routine	Description
mt19937(sycl::queue queue, std::uint32_t seed = default_seed)	Constructor for common seed initialization of the engine
mt19937(sycl::queue queue, std::initializer_list<std::uint32_t> seed)	Constructor for extended seed initialization of the engine
mt19937(const mt19937& other)	Copy constructor
mt19937(mt19937&& other)	Move constructor
mt19937& operator=(const mt19937& other)	Copy assignment operator
mt19937& operator=(mt19937&& other)	Move assignment operator

Constructors

mt19937::mt19937(sycl::queue queue, std::uint32_t seed = default_seed)

Input Parameters

queue: Valid sycl::queue object, calls of the oneapi::math::rng::generate() routine submits kernels in this queue to obtain random numbers from a given engine.
seed: The initial conditions of the generator state. The initialization algorithm described in [MT2203].

mt19937::mt19937(sycl::queue queue, std::initializer_list<std::uint32_t> seed)

Input Parameters

queue: Valid sycl::queue object, calls of the oneapi::math::rng::generate() routine submits kernels in this queue to obtain random numbers from a given engine.
seed: The initial conditions of the generator state. The initialization algorithm described in [MT2203].

mt19937::mt19937(const mt19937& other)

Input Parameters

other: Valid mt19937 object. The queue and state of the other engine is copied and applied to the current engine.

mt19937::mt19937(mt19937&& other)

Input Parameters

other: Valid mt19937 object. The queue and state of the other engine is moved to the current engine.

mt19937::mt19937& operator=(const mt19937& other)

Input Parameters

other: Valid mt19937 object. The queue and state of the other engine is copied and applied to the current engine.

mt19937::mt19937& operator=(mt19937&& other)

Input Parameters

other: Valid mt19937 r-value object. The queue and state of the other engine is moved to the current engine.

Parent topic: Host Engines (Basic Random Number Generators)

mt19937

Contents

mt19937#

class mt19937#