Searching for random number generators I found the Mersenne Twister algorithm
descibed at http://www.math.keio.ac.jp/~matumoto/emt.html.
I started using the implementation I found at http://www-personal.engin.umich.edu/~wagnerr/MersenneTwister.html
by Richard Wagner. I liked this implementation because it was written in C++
and seemed fairly complete and fast.
I got curious about the applicability of the MMX instruction set as the algorithm
seemed very suited to fine grained parallelism. I wrote this version which is
almost exactly twice as fast as the original C++ code.
Enjoy,
Matthew Bellew
MMXRand.cpp
PS: On my 800Mhz Pentium III, I saw these results (generating 60M integers).
| algorithm |
seconds |
MTRand (0.2) |
2.16 |
MTRand (0.3) |
1.88 |
MMXRand |
1.06 |
