Tested with: GHC 6.8.2

Generate pseudo-random numbers using the SIMD-oriented Fast Mersenne Twister(SFMT) pseudorandom number generator. This is a much faster generator than the default Random generator for Haskell (~50x faster generation for Doubles, on a core 2 duo), however, it is not nearly as flexible.

This library may be compiled with the '-f use_sse2' or '-f use_altivec' flags to configure, on intel and powerpc machines respectively, to enable high performance vector instructions to be used. This typically results in a 2-3x speedup in generation time.

This will work for newer intel chips such as Pentium 4s, and Core, Core2* chips.

Return an initialised SIMD Fast Mersenne Twister. The generator is initialised based on the clock time, if Nothing is passed as a seed. For deterministic behaviour, pass an explicit seed.

Due to the current SFMT library being vastly impure, currently only a single generator is allowed per-program. Attempts to reinitialise it will fail.

Instances MTRandom for Word, Word64, Word32, Word16, Word8 all return, quickly, a random inhabintant of that type, in its full range. Similarly for Int types.

Int and Word will be 32 bits on a 32 bit machine, and 64 on a 64 bit machine. The double precision will be 32 bits on a 32 bit machine, and 53 on a 64 bit machine.

The MTRandom instance for Double returns a Double in the interval [0,1). The Bool instance takes the lower bit off a random word.

An example, calculation of pi via a monte carlo method:

 import System.Random.Mersenne
 import System.Environment

We'll roll the dice lim times,

 main = do
    [lim] <- mapM readIO =<< getArgs

Now, define a loop that runs this many times, plotting a x and y position, then working out if its in and outside the circle. The ratio of inside/total points at then gives us an approximation of pi.

 let go :: Int -> Int -> IO Double
     go throws ins
         | throws >= lim  = return ((4 * fromIntegral ins) / (fromIntegral throws))
         | otherwise = do
             x <- random g :: IO Double
             y <- random g :: IO Double
             if x * x + y * y < 1
                 then go (throws+1) $! ins + 1
                 else go (throws+1) ins

Compiling this, '-fexcess-precision', for accurate Doubles,

 $ ghc -fexcess-precision -fvia-C pi.hs -o pi
 $ ./pi 10000000                                                 
 3.1417304