MT19937 brng

The Mersenne Twister pseudo-random number generator can be initialized with either an integral seed, a list of integral seeds, or automatically.

Construction for MT19937 basic pseudo-random number generator with scalar seed

    import mkl_random
    rs = mkl_random.RandomState(1234, brng="MT19937")

    # Use random state instance to generate 1000 uniform random numbers
    usample = rs.uniform(0, 1, size=1000)

Construction for MT19937 basic pseudo-random number generator with vector seed

    import mkl_random
    rs_vec = mkl_random.RandomState([1234, 567, 89, 0], brng="MT19937")

    # Use random state instance to generate 1000 Gaussian random numbers
    nsample = rs_vec.normal(0, 1, size=1000)

When seed is not specified, the generator is initialized using system clock, e.g.:

Construction for MT19937 basic pseudo-random number generator with automatic seed

    import mkl_random
    rs_def = mkl_random.RandomState(brng="MT19937")

    # Use random state instance to generate 1000 random numbers
    # from Binomial(10, 0.4)
    bsample = rs_def.binomial(10, 0.4, size=1000)