Mersenne Twister and Friends

The Mathematica function SeedRandom comes with a variety of different methods:
• "Sobol"—Sobol low-discrepancy sequence
• "Niederreiter"—Niederreiter low-discrepancy sequence
• "MCG31"—31-bit multiplicative congruential generator
• "MCG59"—59-bit multiplicative congruential generator
• "R250"—generalized feedback shift register generator
• "WichmannHill"—Wichmann–Hill combined multiplicative congruential generators
• "ExtendedCA"—extended cellular automaton generator (default)
• "Rule30CA"—Wolfram rule 30 generator
• "MersenneTwister"—Mersenne twister shift register generator
• "MKL"—Intel MKL generator (Intel-based systems)
There are two basic types, often identifiable by sight. The pseudorandom methods (such as the Mersenne Twister) seem random, while the quasirandom methods (such as Sobol) seem to have a pattern, with less clustering. As an example of where quasirandom methods might be better, one method for estimating the area of a shape is to bound it, then to pick random points from that area. Using pseudorandom numbers gives the Monte Carlo method. With quasirandom numbers, the method is called quasi-Monte Carlo. Due to the relative evenness of the quasirandom methods, sometimes they give better estimates.


  • [Snapshot]
  • [Snapshot]
  • [Snapshot]
    • Share:

Embed Interactive Demonstration New!

Just copy and paste this snippet of JavaScript code into your website or blog to put the live Demonstration on your site. More details »

Files require Wolfram CDF Player or Mathematica.

Mathematica »
The #1 tool for creating Demonstrations
and anything technical.
Wolfram|Alpha »
Explore anything with the first
computational knowledge engine.
MathWorld »
The web's most extensive
mathematics resource.
Course Assistant Apps »
An app for every course—
right in the palm of your hand.
Wolfram Blog »
Read our views on math,
science, and technology.
Computable Document Format »
The format that makes Demonstrations
(and any information) easy to share and
interact with.
STEM Initiative »
Programs & resources for
educators, schools & students.
Computerbasedmath.org »
Join the initiative for modernizing
math education.
Step-by-Step Solutions »
Walk through homework problems one step at a time, with hints to help along the way.
Wolfram Problem Generator »
Unlimited random practice problems and answers with built-in step-by-step solutions. Practice online or make a printable study sheet.
Wolfram Language »
Knowledge-based programming for everyone.
Powered by Wolfram Mathematica © 2018 Wolfram Demonstrations Project & Contributors  |  Terms of Use  |  Privacy Policy  |  RSS Give us your feedback
Note: To run this Demonstration you need Mathematica 7+ or the free Mathematica Player 7EX
Download or upgrade to Mathematica Player 7EX
I already have Mathematica Player or Mathematica 7+