l...@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 For now, I have only added Mersenne twister despite it is quite old (1997) and as been superseded by other generators.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 --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
