diff options
Diffstat (limited to 'numpy')
| -rw-r--r-- | numpy/random/_mt19937.pyx | 18 |
1 files changed, 18 insertions, 0 deletions
diff --git a/numpy/random/_mt19937.pyx b/numpy/random/_mt19937.pyx index 919a96a4c..b89a61ea1 100644 --- a/numpy/random/_mt19937.pyx +++ b/numpy/random/_mt19937.pyx @@ -226,6 +226,24 @@ cdef class MT19937(BitGenerator): ------- bit_generator : MT19937 New instance of generator jumped iter times + + Notes + ----- + The jump step is computed using a modified version of Matsumoto's + implementation of Horner's method. The step polynomial is precomputed + to perform 2**128 steps. The jumped state has been verified to match + the state produced using Matsumoto's original code. + + References + ---------- + .. [1] Matsumoto, M, Generating multiple disjoint streams of + pseudorandom number sequences. Accessed on: May 6, 2020. + [Online]. Available: + http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/JUMP/ + .. [2] Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, François + Panneton, Pierre L\'Ecuyer, "Efficient Jump Ahead for F2-Linear + Random Number Generators", INFORMS JOURNAL ON COMPUTING, Vol. 20, + No. 3, Summer 2008, pp. 385-390. """ cdef MT19937 bit_generator |