random number generation: the newbie asks for advice

[Neel Krishnaswami]

Alex Martelli <Alex.Martelli at think3.com> wrote:
>
>Is there a decent, Python-interfaced, C-written, stand-alone random
>number generator, with persistable/de-persistable state?  Or am I
>being too suspicious of ranlibmodule's quality and should just try to
>yank it out of "Numeric" for a smaller set of dependencies...?
>
>Advice is welcome!

Sounds like you want the Mersenne Twister! From the webpage:

  Mersenne Twister(MT) is a pseudorandom number generator developped
  by Makoto Matsumoto and Takuji Nishimura (alphabetical order) during
  1996-1997. MT has the following merits:

    * It is designed with consideration on the flaws of various
      existing generators.

    * The algorithm is coded into a C source downloadable below.

    * Far longer period and far higher order of equidistribution than
      any other implemented generators. (It is proved that the period
      is 2^19937-1, and 623-dimensional equidistribution property is
      assured.)

    * Fast generation. (Although it depends on the system, it is
      reported that MT is sometimes faster than the standard ANSI-C
      library in a system with pipeline and cache memory.)

    * Efficient use of the memory. (The implemented C-code mt19937.c
      consumes only 624 words of working area.)

The C source is available at:

http://www.math.keio.ac.jp/~matumoto/emt.html

Unfortunately, I don't think it has a Python wrapper yet. It should be
easy to implement, though, since there's only a pair of very small C
functions to wrap.


Neel