Random Number: Mersenne Twister Source Needed

This is a discussion on Random Number: Mersenne Twister Source Needed within the C++ Programming forums, part of the General Programming Boards category; I was researching different random number generation techniques for use in the generation of a random integer nonce. While researching, ...

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    Random Number: Mersenne Twister Source Needed

    I was researching different random number generation techniques for use in the generation of a random integer nonce. While researching, I found that the Mersenne Twister is often referred to as one of the fastest and best random number generators. I had a few questions.

    1.) Will it allow me to generate any value over the range of 32-bit signed integers?

    2.) Is there any reason using the Mersenne Twister would be a poor choice for generating my nonces?

    3.) And most importantly, is there any thoroughly tested Mersenne Twister source code available for c++ that should work with the VC++ 6.0 compiler? I am looking for code that is free for commercial use.

    Thank you for any information you can provide.

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    Its hard... But im here swgh's Avatar
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    MSVC++ 6.0 is an early compiler system. I personally have not heard of the mersenne twister, but Im guessing it is some sort of function that generates random numbers. Older compilers may implement it, ie: MSVC++6.0 or Turbo C++ but newer ones may not. Do a google on the internet too, you may find out somthing about it.

    Thats all I can offer im afraid, others might give better advise. Good luck
    I'm just trying to be a better person - My Name Is Earl

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    1.) Will it allow me to generate any value over the range of 32-bit signed integers?
    There's one version using 32 bit integers and one using 64.
    3.) And most importantly, is there any thoroughly tested Mersenne Twister source code available for c++ that should work with the VC++ 6.0 compiler? I am looking for code that is free for commercial use.
    Google

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    (?<!re)tired Mario F.'s Avatar
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    I personally use the R. Wagner's implementation found somewhere on the original MT inventors website.

    It's very fast and with several nice additions like generator state save and restore, user-defined or default real or integer ranges, inclusive and exclusive ranges and several seed generation methods, from system clock to /dev/urandum. All wrapped inside a documented class for easy of use.
    Originally Posted by brewbuck:
    Reimplementing a large system in another language to get a 25% performance boost is nonsense. It would be cheaper to just get a computer which is 25% faster.

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    Swgh: Thanks for your info.

    OnionKnight: Thanks for the info. I have found source code searching, but I am looking for an implementation that is reputable. I was hoping to find someone who has experience with particular code and knows it is thoroughly tested and a solid implementation.

    Edit: Sorry you posted as I was making this post.

    Mario F: Thank you as well. Would you happen to have a link to that implementation? Is it free for use in commercial products?

    Thanks to everyone for all the info.
    Last edited by mercury529; 11-25-2006 at 07:52 PM.

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    Just Lurking Dave_Sinkula's Avatar
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    7. It is easier to write an incorrect program than understand a correct one.
    40. There are two ways to write error-free programs; only the third one works.*

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    (?<!re)tired Mario F.'s Avatar
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    R. Wagner's or Coku, from what I know. I prefer the first.

    EDIT: Oh. I forgot Prelude's as suggested by Dave. Very easy to use too. And will fit your needs if you don't need to repeat results.
    Last edited by Mario F.; 11-25-2006 at 07:48 PM.
    Originally Posted by brewbuck:
    Reimplementing a large system in another language to get a 25% performance boost is nonsense. It would be cheaper to just get a computer which is 25% faster.

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    C++ Witch laserlight's Avatar
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    EDIT: Oh. I forgot Prelude's as suggested by Dave. Very easy to use too. And will fit your needs if you don't need to repeat results.
    hmm... doesn't Prelude's implementation have a seed function too?
    Last edited by laserlight; 11-26-2006 at 09:48 AM.
    Quote Originally Posted by Bjarne Stroustrup (2000-10-14)
    I get maybe two dozen requests for help with some sort of programming or design problem every day. Most have more sense than to send me hundreds of lines of code. If they do, I ask them to find the smallest example that exhibits the problem and send me that. Mostly, they then find the error themselves. "Finding the smallest program that demonstrates the error" is a powerful debugging tool.
    Look up a C++ Reference and learn How To Ask Questions The Smart Way

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    Thank you everyone for the responses. I appreciate them.

    I tried the code provided in the link by Dave.

    Two quick questions. Is the code on that page free for use in commercial products? I was unable to find any information on the site to that extent. I want to make sure I am allowed to use the code. Secondly, it seems to me like jsw_seed must be called before any call to jsw_rand. Is that correct?

    Thanks again everyone.

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    (?<!re)tired Mario F.'s Avatar
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    Quote Originally Posted by laserlight
    hmm... doesn't Prelude's implementation have a seed function too?
    Yup. Here, unsigned jsw_time_seed(). The result can then be stored and used as an argument to jsw_seed(). I didn't remember about this one. My bad.

    Quote Originally Posted by mercury529
    Is the code on that page free for use in commercial products?
    Check the code initial comment block.

    > Secondly, it seems to me like jsw_seed must be called before any call to jsw_rand. Is that correct?

    Yup. It suffices if you do it just one time. you can call jsw_seed() passing it a unsigned long literal, or better yet, doing this:

    Code:
    jsw_seed( jsw_time_seed() );
    Just do yourself a favor and alter the code so that anywhere you read 'unsigned' without a type being specified immediatly after it, you have instead 'unsigned int'. int is no longer the default type in C++.
    Originally Posted by brewbuck:
    Reimplementing a large system in another language to get a 25% performance boost is nonsense. It would be cheaper to just get a computer which is 25% faster.

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    Mario: Thanks for the info.

    I checked directly before and after the MT code section. Is that what you were referring to? I was looking for something that condoned its use in commercial products specifically just to be sure I was not infringing upon anyone's copyrighted materlal. Am I looking in the right place?

    Also, in the MT code provided (jsw_seed and jsw_rand being the two functions I am using) I did not find any instances of unsigned without a type given. Did I miss an instance or was that just a general warning given other code on the page?

    Thanks again.

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    C++ Witch laserlight's Avatar
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    I checked directly before and after the MT code section. Is that what you were referring to? I was looking for something that condoned its use in commercial products specifically just to be sure I was not infringing upon anyone's copyrighted materlal. Am I looking in the right place?
    Dave_Sinkula linked to Prelude's random number article, which touches on the Mersenne Twister. The code that you should use is the one from her Random Number Library.
    Quote Originally Posted by Bjarne Stroustrup (2000-10-14)
    I get maybe two dozen requests for help with some sort of programming or design problem every day. Most have more sense than to send me hundreds of lines of code. If they do, I ask them to find the smallest example that exhibits the problem and send me that. Mostly, they then find the error themselves. "Finding the smallest program that demonstrates the error" is a powerful debugging tool.
    Look up a C++ Reference and learn How To Ask Questions The Smart Way

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    laser: Thank you. That clears it all up.

    Thanks again to everyone who helped me with my questions.

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