Random number generator algorithms
RandStream.list
RandStream.list
lists all the generator
algorithms that can be used when creating a random number stream with RandStream
or RandStream.create
.
The available generator algorithms and their properties are given
in the following table.
Keyword | Generator | Multiple Stream and Substream Support | Approximate Period In Full Precision |
---|---|---|---|
mt19937ar | Mersenne twister (used by default stream at MATLAB® startup) | No | 219937-1 |
dsfmt19937 | SIMD-oriented fast Mersenne twister | No | 219937-1 |
mcg16807 | Multiplicative congruential generator | No | 231-2 |
mlfg6331_64 | Multiplicative lagged Fibonacci generator | Yes | 2124 (251 streams of length 272) |
mrg32k3a | Combined multiple recursive generator | Yes | 2191 (263 streams of length 2127) |
philox4x32_10 | Philox 4x32 generator with 10 rounds | Yes | 2193 (264 streams of length 2129) |
threefry4x64_20 | Threefry 4x64 generator with 20 rounds | Yes | 2514 (2256 streams of length 2258) |
shr3cong | Shift-register generator summed with linear congruential generator | No | 264 |
swb2712 | Modified subtract with borrow generator | No | 21492 |
See Choosing a Random Number Generator for details about these generator algorithms. See http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html for a full description of the Mersenne twister algorithm.