Conversion of Mersenne Twister to double-precision floating-point numbers
@article{Harase2019ConversionOM, title={Conversion of Mersenne Twister to double-precision floating-point numbers}, author={Shin Harase}, journal={Math. Comput. Simul.}, year={2019}, volume={161}, pages={76-83} }
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… CONTINUE READING
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