RANDOM_MT32_INIT Procedure

PV-WAVE Advantage > IMSL Statistics Reference Guide > Random Number Generation > RANDOM_MT32_INIT Procedure

Initializes the 32-bit Mersenne Twister generator using an array.

Usage

RANDOM_MT32_INIT, key

Input Parameters

key—An array of integers with at least two elements used to initialize the 32-bit Mersenne Twister generator.

Discussion

By default, the Mersenne Twister generator is initialized using the system clock via RANDOMOPT. The Set keyword to RANDOMOPT may also be used to define a scalar seed value. The seed is limited to one integer for initialization. This function allows an arbitrary length array to be used for initialization.

This function completely replaces the use of the seed for initialization of the 32-bit Mersenne Twister generator.

Example

init = ['123'XL, '234'XL, '345'XL, '456'XL]

iseed = 123457L

nr = 5L

; Initialize the Mersenne Twister series with a seed

RANDOMOPT, Gen_opt=8, Set=iseed

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"           First Stream Output:"

PRINT,r

; Reinitialize 32-bit Mersenne Twister series with an array

RANDOM_MT32_INIT, init

; Save the state of the series.

RANDOM_TABLE, table, /Get, /Mt32

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"          Second Stream Output:"

PRINT,r

; Restore the state of the series

RANDOM_TABLE, table, /Set, /Mt32

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"          Third Stream Output:"

PRINT,r

; Reset the series - it will reinitialize from the seed

table(0) = 1000L

RANDOM_TABLE, table, /Mt32, /Set

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"          Fourth Stream Output:"

PRINT,r

Output

          First Stream Output:

   0.434745     0.352209    0.0138511     0.209141     0.495600

          Second Stream Output:

   0.248569     0.222573     0.111128     0.956286     0.984635

          Third Stream Output:

   0.248569     0.222573     0.111128     0.956286     0.984635

          Fourth Stream Output:

   0.434745     0.352209    0.0138511     0.209141     0.495600