OpenCLLink`

OpenCLMersenneTwister

OpenCLMersenneTwister[n]

generates n random reals using the Mersenne Twister algorithm.

Details and Options

"Device"	Automatic	device on which OpenCL computation is performed
"Platform"	Automatic	platform on which OpenCL computation is performed
"SeedFile"	None	file containing the initial state of the random number generator
"SeedValue"	Automatic	seed value for the random number generator; a random integer is used if set to Automatic

open allclose all

First, load the OpenCLLink application:

This generates 50 random reals:

This generates 50 random reals, setting the initial state from a file:

This generates 50 random reals, setting the seed value from an integer:

This generates 50 random reals, setting the seed value from an integer and the state from a file, returning the same random numbers on each call:

Use OpenCLMersenneTwister for Monte Carlo simulation. In this case the value of is found using 500,000 random numbers:

You can plot to see the points that approximate a quarter of the area of the unit circle:

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