Re: svn commit: r796546 - in /commons/proper/math/trunk: ./ src/java/org/apache/commons/math/ src/java/org/apache/commons/math/random/ src/site/xdoc/ src/site/xdoc/userguide/ src/test/org/apache/commons/math/random/

[Luc Maisonobe <Lu...@free.fr>]

luc@apache.org a écrit :
> Author: luc
> Date: Tue Jul 21 21:38:55 2009
> New Revision: 796546
> 
> URL: http://svn.apache.org/viewvc?rev=796546&view=rev
> Log:
> added an implementation of the Mersenne twister pseudo random number generator
> the implementation comes from Mantissa and was a translation of the 2002 version
> in C by the algorithm authors, which was published under a BSD license
> 
> Added:
>     commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java   (with props)
>     commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java   (with props)
> Modified:
>     commons/proper/math/trunk/NOTICE.txt
>     commons/proper/math/trunk/RELEASE-NOTES.txt
>     commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java
>     commons/proper/math/trunk/src/site/xdoc/changes.xml
>     commons/proper/math/trunk/src/site/xdoc/userguide/random.xml

This is an addition I forgot to do before. I felt it was important to
add it for 2.0 because we rely only on JDK PRNG which is really not as
good as the modern ones developed in the last decade. For now, I have
only added Mersenne twister despite it is quite old (1997) and as been
superseded by other generators. It is still a very good generator, fast
and well suited for Monte-Carlo analysis due to its very long period
(2^19937 - 1) and uniform distribution for all dimensions up to 623. The
more modern WELL generators by François Panneton, Pierre L'Ecuyer and
Makoto Matsumoto could be added after 2.0 now that the infrastructure is
in place.

Luc

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