C# Mersenne Twister random integer generator implementation (SFMT) monte carlo simulation

Question

So far I\'ve been using the C# Mersenne Twister found here to generate random numbers:

http://www.centerspace.net/resources.php

I just discovered SFMT

Answer 1

I don't really see your problem with speed here. On my machine (Core 2 Duo T7200 @ 2 GHz) generating a random integer with MT19937 or MT19937-64 takes around 20 ns (on average, when drawing 50000 numbers). So that'd be around 4,32 × 10¹² (so around 4 trillion numbers) a day. And that's for one core. With Java. So I think you can expect the performance to be more than adequate for your needs.

To actually answer your question: I don't know of a C# implementation of SFMT, but conversion of the C code to C# should be fairly straightforward. However, you're not gaining much, as SFMT is optimized for SIMD and C# currently doesn't support this directly.