Developer Guide and Reference

  • 2021.3
  • 06/28/2021
  • Public Content
Contents

mt2203

The engine is based on a set of 6024 Mersenne Twister pseudorandom number generators with period 22203.
MT2203 generators are intended for use in large scale Monte Carlo simulations performed on multi-processor computer systems [Matsumoto2000].
Subsequence selection methods support
skipAhead (nskip)
Not supported
leapfrog (threadIdx, nThreads)
Not supported

Batch Processing

Mersenne Twister engine needs the initial condition (
seed
) for state initialization. The seed can be either an integer scalar or a vector of
p
integer elements, the inputs to the respective engine constructors.
Algorithm Parameters
MT2203 engine has the following parameters:
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Performance-oriented computation method; the only method supported by the algorithm.
seed
  • 777
    for a scalar seed
  • NA for a vector seed
Initial condition for state initialization, scalar or vector:
  • Scalar, value of
    size_t
    type
  • Vector, pointer to
    HomogenNumericTable
    of size LaTex Math image.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.