Conversion of Mersenne Twister to double-precision floating-point numbers

DOI10.1016/J.MATCOM.2018.08.006arXiv1708.06018MaRDI QIDQ6290296FDOQ6290296

Authors: Shin Harase 

Publication date: 20 August 2017

Abstract: The 32-bit Mersenne Twister generator MT19937 is a widely used random number generator. To generate numbers with more than 32 bits in bit length, and particularly when converting into 53-bit double-precision floating-point numbers in $[0,1)$ in the IEEE 754 format, the typical implementation concatenates two successive 32-bit integers and divides them by a power of $2$. In this case, the 32-bit MT19937 is optimized in terms of its equidistribution properties (the so-called dimension of equidistribution with $v$-bit accuracy) under the assumption that one will mainly be using 32-bit output values, and hence the concatenation sometimes degrades the dimension of equidistribution compared with the simple use of 32-bit outputs. In this paper, we analyze such phenomena by investigating hidden $mathbb{F}_2$-linear relations among the bits of high-dimensional outputs. Accordingly, we report that MT19937 with a specific lag set fails several statistical tests, such as the overlapping collision test, matrix rank test, and Hamming independence test.

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probabilistic methods, stochastic differential equations (65Cxx)

This page was built for publication: Conversion of Mersenne Twister to double-precision floating-point numbers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6290296)