RANDOM_MT64_INIT Procedure

PV-WAVE Advantage > IMSL Statistics Reference Guide > Random Number Generation > RANDOM_MT64_INIT Procedure

Initializes the 64-bit Mersenne Twister generator using an array.

Usage

RANDOM_MT64_INIT, key

Input Parameters

key—An array of integers with at least two elements used to initialize the 64-bit Mersenne Twister generator.

Discussion

By default, the Mersenne Twister generator is initialized using 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 procedure allows an arbitrary length array to be used for initialization.

This procedure completely replaces the use of the seed for initialization of the 64-bit Mersenne Twister generator.

Example

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

iseed = 123457L

nr = 5L

; Initialize the 64-bit Mersenne Twister series with a seed

RANDOMOPT, Gen_opt=9, Set=iseed

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"           First Stream Output:"

PRINT,r

; Reinitialize 64-bit Mersenne Twister series with an array

RANDOM_MT64_INIT, init

; Save the state of the series.

RANDOM_TABLE, table, /Get, /Mt64

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"          Second Stream Output:"

PRINT,r

; Restore the state of the series

RANDOM_TABLE, table, /Set, /Mt64

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, /Set, /Mt64

r = RANDOM(nr, /Uniform)

PRINT,""

PRINT,"          Fourth Stream Output:"

PRINT,r

Output

          First Stream Output:

   0.579917     0.940115     0.710159     0.163995     0.545669

          Second Stream Output:

   0.489402     0.739650     0.572506     0.0862636    0.758835

          Third Stream Output:

   0.489402     0.739650     0.572506     0.0862636    0.758835

          Fourth Stream Output:

   0.579917     0.940115     0.710159     0.163995     0.545669