A modular and version controlled implementation of the Mersenne Twister
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cmake
mt19937ar
threefry
.gitignore
CMakeLists.txt
README.md

README.md

Random module

What is this about?

This repository aims at providing a modular and version controlled implementation of several pseudo random number generation (PRNG) algorithms. All implementations are done in C, for convenience with respect to integer arithmetics, and made available to Fortran via the iso_c_binding feature.

The first algorithm that was implemented in this repository is the Mersenne Twister. Now, the threefry PRNG is also available.

The original code mt19937ar from Matsumoto and Nishimura, downloaded from http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html, is used as a starting point and separated into a header and a library file. The state is stored as a struct to remove global variables.

Licensing

The license for the original code of mt19937ar is the 3-clause BSD license:

Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura

Other files and developments are under the 3-clause BSD license, Pierre de Buyl 2015-2016