Generate high quality pseudorandom numbers using a SIMD Fast Mersenne Twister.
The Mersenne twister is a pseudorandom number generator developed by Makoto Matsumoto and Takuji Nishimura that is based on a matrix linear recurrence over a finite binary field. It provides for fast generation of very high quality pseudorandom numbers
This library uses SFMT, the SIMD-oriented Fast Mersenne Twister, a variant of Mersenne Twister that is much faster than the original. It is designed to be fast when it runs on 128-bit SIMD. It can be compiled with either SSE2 and PowerPC AltiVec support, to take advantage of these instructions.
cabal install -fuse_sse2On an x86 system, for performance win.
By default the period of the function is 2^19937-1, however, you can compile in other defaults. Note that this algorithm on its own is not cryptographically secure.
For more information about the algorithm and implementation, see the SFMT homepage,
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
and, Mutsuo Saito and Makoto Matsumoto, /SIMD-oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator/, in the Proceedings of MCQMC2006, here:
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ARTICLES/sfmt.pdf