Mersenne Twister

Mersenne Twister uniform pseudo-random number generator.

Description

NOTE: Beginning in V7.1 (R14SP3), MATLAB® includes built-in support for the Mersenne Twister. The mex file here is only needed for versions prior to that.

TWISTER produces pseudo-random numbers using the Mersenne Twister algorithm by Nishimura and Matsumoto, and is an alternative to the built-in function RAND in MATLAB. It creates double precision values in the closed interval [0, 1-2^(-53)], and can generate 2^19937 - 1 values before repeating itself.

This is a Mex file implementation derived from a copyrighted C program by Takuji Nishimura and Makoto Matsumoto. See, e.g., http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

Reference: M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3--30.

• MATLAB release: MATLAB 7 (R14)
• Other requirements: To build object code for any platform, type "mex twister.cpp".
• Other Files: license.txt, ; twister.cpp

[Steven A.]

Thanks for providing this. While the built-in random number generator is more then adequate, this is a great addition for a few reasons. 1. It shows the power of MEX! Very cool indeed. 2. Shows how the Mathworks is on the bleeding edge of technology!

[Kent Conover]

It worked the first time in R14. By my test twister is significantly faster, it requires only 60% of the runtime taken by the Matlab m-file rand();

[Joe Bunda]

I am using Matlab R2006a in Windows XP x64. When I issue the "mex twister.cpp" command, I receive an error message

Error: Could not detect a compiler on local system which can compile the specified input file(s) at C:\Program files\MATLAB\R2006a/bin
/mexsetup.pm line 540.

I did check the installation to verify that the LCC compiler is installed

[Giuppy iuppie]

it works for me.
Thanks so much

[James Tursa]

To Joe Bunda: The included lcc is a C compiler, not a C++ compiler. You need a C++ compiler to compile twister.cpp. I did a quick look at the code and it looks like it wouldn't take much to convert it to a C routine that lcc would accept.

To Peter Perkins: Do you plan on including a C version in a later update for people without a C++ compiler? If not, would you mind if I made a go at it?