From a2fd89f963a7374b29f7831e67b443c3d42c6e3c Mon Sep 17 00:00:00 2001 From: Kevin Chabowski Date: Thu, 1 Aug 2013 22:53:27 +0200 Subject: Added SFMT prng. --- SFMT/params/README.en.txt | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) create mode 100644 SFMT/params/README.en.txt (limited to 'SFMT/params/README.en.txt') diff --git a/SFMT/params/README.en.txt b/SFMT/params/README.en.txt new file mode 100644 index 0000000..5c7698b --- /dev/null +++ b/SFMT/params/README.en.txt @@ -0,0 +1,22 @@ +Here are some data to make parameter files in this directory. Using +one same pesudorandom number generator for generating multiple independent +streams by changing the initial values may cause a problem (with +negligibly small probability). To avoid the problem, using +diffrent parameters for each generation is prefered. See Matsumoto +and Nishimura [1] for detailed information. + +Here we put some csv files for parameters of SFMT +giving several different period length. For each period, +we list 32 distinct sets of parameters. + +You can make parameter files from csv files using scv2params.awk + +./csv2param.awk line-no csv-filename > parameter-file + +Here, line-no is a number of range 1 to 32 which specifies the line no +of csv file. + +[1] Makoto Matsumoto and Takuji Nishimura, + "Dynamic Creation of Pseudorandom Number Generators", + Monte Carlo and Quasi-Monte Carlo Methods 1998, Springer, 2000, pp 56--69. + http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ARTICLES/articles.html -- cgit v1.2.3-54-g00ecf