mt2203#

The engine is based on a set of 6024 Mersenne Twister pseudorandom number generators with period 22203.

MT2203 generators are intended for use in large scale Monte Carlo simulations performed on multi-processor computer systems [Matsumoto2000].

Subsequence selection methods support

skipAhead (nskip)

Not supported

leapfrog (threadIdx, nThreads)

Not supported

Batch Processing#

Mersenne Twister engine needs the initial condition (seed) for state initialization. The seed can be either an integer scalar or a vector of \(p\) integer elements, the inputs to the respective engine constructors.

Algorithm Parameters

MT2203 engine has the following parameters:

Algorithm Parameters for mt2203 engine (Batch Processing)#

Parameter

Default Value

Description

algorithmFPType

float

The floating-point type that the algorithm uses for intermediate computations. Can be float or double.

method

defaultDense

Performance-oriented computation method; the only method supported by the algorithm.

seed

  • \(777\) for a scalar seed

  • NA for a vector seed

Initial condition for state initialization, scalar or vector:

  • Scalar, value of size_t type

  • Vector, pointer to HomogenNumericTable of size \(1 \times p\)