Port of the TinyMT project which is written in C to VC++.

A 2^127-1 period PRNG

(as described in http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/TINYMT/index.html)

TinyMT is a new small-sized pseudo random number generator variant of Mersenne Twister (MT) introduced by Mutsuo Saito and Makoto Matsumoto in 2011. There are two types of TinyMT - TinyMT32 and TinyMT64. TinyMT32 outputs 32-bit unsigned integers and single precision floating point numbers. TinyMT64 outputs 64-bit unsigned integers and double precision floating point numbers.

The purpose of TinyMT is not to replace Mersenne Twister. TinyMT has a far shorter period than Mersenne Twister. The merit of TinyMT is in its small size of the internal state of 127 bits, far smaller than 19937 bits used by its larger cousin Mersenne Twister. Even though it has a far smaller state, the period of 2^127 - 1 ~= 1.7e+38 (base 10) is still quite large. This should be much more than sufficient for most practical applications.

The main reason to use TinyMT is where a small and very fast lightweight object is preferred. According to statistical tests (BigCrush), the quality of the outputs of TinyMT seems pretty good, taking the small size of the internal state into consideration.

TinyMT32 is at least 10 times faster than the C++ rand() method (tested with VC++ 3.5) and at least twice as fast as the .NET Random.Next class method. TinyMT32 is also a higher quality rng than Random and much higher quality than the C++ rand() method.

• The periods of generated sequences are 2^127-1
• The size of internal state space is 127 bits
• The state transition function is F2-linear
• The output function is not F2-linear
• TinyMTDC generates distinct parameter sets for TinyMT
• TinyMTDC can generate a large number of parameter sets (over 232 x 216)
• Parameter generation of TinyMTDC is fast

• Made the class retain state .vs. passing in the state each time a ran number is needed.
• Added a method to fill an array with random bytes - see GetRandBytes().
• Replaced globals with class vars.
• Renamed methods, constants and types to something easier to use and remember.
• Moved the private methods to the private section.
• Cleaned up some comments.
• Made the MT32State and MT64State structs private. Constructor now inits the object, but the Init method can still be called to re-init the object to a different seed so that constant creating / deleting this object won't fragment memory.
• Removed some methods:
  1. PeriodCertification - was not doing anything useful.
  2. Redundant floating point methods.
  3. Conversion functions that the above methods call.
  4. Init1 & Init2 - not being used in the 64 bit initialization methods.
• Added benchmark tests against the C++ rand() method and the .NET Random class.