% mt: Mersenne Twister pseudo-random number generator

* overview
* license
* requirements
* usage
* todo
* copyright

# OVERVIEW

mt.c contains the Mersenne Twister pseudo-random number generator, by
Takuji Nishimura and Makoto Matsumoto (mt19937ar.c).

This geneator is fast and produces good pseudo-randomness. It has a
very long period of 2^19937 − 1 and is k-distributed to 32-bit
accuracy for every k in [1...623]. It passes rumerous tests for
statistical randomness, including the Diehard tests.

This genreator provides better randomness than the default built-in
ANSI C function rand(). Unlike the BSD/UNIX rand48() functions, this
implementation is portable.

The original code has been slightly amended to keep only the core
functions.

## SOURCE

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

# LICENSE

Like the original version, this code can be used for any purpose,
includiong commercial use.

# REQUIREMENTS

mt.c is ANSI C, and should compile on any system with any ANSI C
compiler.

# USAGE

Compile mt.c with your program, and include mt.h to get the function
declarations.

Initialize the random number generator with mt_init(). You can
automatically initialize from the current time with
mt_init_auto(). The automatic initialization will be better on POSIX
systems (using milliseconds instead of seconds).

Get a random number in [0, 1) with 53 random bits (the maximum
randomness for such number in double-precision) with mt_drand53().

## WARNING

This code is not thread-safe. You will not collect correct random values
if it is called in a multi-thread context. For parallel code, use a
reentrant implementation, like Pascal Getreuer's randmt:
-> http://www.getreuer.info/home/randmt

## EXAMPLE

see example/rand.c

# TODO

* integer variant
* better initializations

# COPYRIGHT

Copyright 2010-2011 Nicolas Limare <[email protected]>

Copying and distribution of this README file, with or without
modification, are permitted in any medium without royalty provided
the copyright notice and this notice are preserved.  This file is
offered as-is, without any warranty.