MersenneTwister is a drop-in subclass replacement for java.util.Random. It is properly synchronized and can be used in a multithreaded environment. On modern VMs such as HotSpot, it is approximately 1/3 slower than java.util.Random.
MersenneTwisterFast is not a subclass of java.util.Random. It has the same public methods as Random does, however, and it is algorithmically identical to MersenneTwister. MersenneTwisterFast has hard-code inlined all of its methods directly, and made all of them final (well, the ones of consequence anyway). Further, these methods are not synchronized, so the same MersenneTwisterFast instance cannot be shared by multiple threads. But all this helps MersenneTwisterFast achieve well over twice the speed of MersenneTwister. java.util.Random is about 1/3 slower than MersenneTwisterFast.
This is a Java version of the C-program for MT19937: Integer version. The MT19937 algorithm was created by Makoto Matsumoto and Takuji Nishimura, who ask: "When you use this, send an email to: matumoto@math.keio.ac.jp with an appropriate reference to your work". Indicate that this is a translation of their algorithm into Java.
Reference. Makato Matsumoto and Takuji 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.
Changes Since V12: clone() method added.
Changes Since V11: stateEquals(...) method added. MersenneTwisterFast is equal to other MersenneTwisterFasts with identical state; likewise MersenneTwister is equal to other MersenneTwister with identical state. This isn't equals(...) because that requires a contract of immutability to compare by value.
Changes Since V10: A documentation error suggested that setSeed(int[]) required an int[] array 624 long. In fact, the array can be any non-zero length. The new version also checks for this fact.
Changes Since V9: readState(stream) and writeState(stream) provided.
Changes Since V8: setSeed(int) was only using the first 28 bits of the seed; it should have been 32 bits. For small-number seeds the behavior is identical.
Changes Since V7: A documentation error in MersenneTwisterFast (but not MersenneTwister) stated that nextDouble selects uniformly from the full-open interval [0,1]. It does not. nextDouble's contract is identical across MersenneTwisterFast, MersenneTwister, and java.util.Random, namely, selection in the half-open interval [0,1). That is, 1.0 should not be returned. A similar contract exists in nextFloat.
Changes Since V6: License has changed from LGPL to BSD. New timing information to compare against java.util.Random. Recent versions of HotSpot have helped Random increase in speed to the point where it is faster than MersenneTwister but slower than MersenneTwisterFast (which should be the case, as it's a less complex algorithm but is synchronized).
Changes Since V5: New empty constructor made to work the same as java.util.Random -- namely, it seeds based on the current time in milliseconds.
Changes Since V4: New initialization algorithms. See (see http://www.math.keio.ac.jp/matumoto/MT2002/emt19937ar.html)
The MersenneTwister code is based on standard MT19937 C/C++ code by Takuji Nishimura, with suggestions from Topher Cooper and Marc Rieffel, July 1997. The code was originally translated into Java by Michael Lecuyer, January 1999, and the original code is Copyright (c) 1999 by Michael Lecuyer.
This implementation implements the bug fixes made in Java 1.2's version of Random, which means it can be used with earlier versions of Java. See the JDK 1.2 java.util.Random documentation for further documentation on the random-number generation contracts made. Additionally, there's an undocumented bug in the JDK java.util.Random.nextBytes() method, which this code fixes.
Just like java.util.Random, this generator accepts a long seed but doesn't use all of it. java.util.Random uses 48 bits. The Mersenne Twister instead uses 32 bits (int size). So it's best if your seed does not exceed the int range.
MersenneTwister can be used reliably on JDK version 1.1.5 or above. Earlier Java versions have serious bugs in java.util.Random; only MersenneTwisterFast (and not MersenneTwister nor java.util.Random) should be used with them.
Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
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