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MT19937 (Mersenne Twister)

• Name (as given to prng_new): "mt19937(seed)".
• Properties:
  • Period lengths is 2^19937-1.
  • prng_is_congruential is TRUE.
  • prng_can_seed is TRUE.
    The parameter of prng_seed will be used to seed the array of coefficients.
  • prng_can_fast_sub and prng_can_fast_con are FALSE.
• Introduced in:

  Matsumoto, M. and Nishimura, T., "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.