Undocumented change to Mersenne Twister breaks repeatability

[Jamie Lokier]

Hi,

I have been asked to rebuild some software which depends on GSL for the
random number generator, and of course it uses the mt19937 generator.

One thing that is important is that our simulated results can be
repeated.  Traditionally RNGs don't change from version to version, so
this is ok.

I noticed that between gsl-0.6 and gsl-0.7, the mt19937 generator was
changed to calculate the seed state differently and hence yield a
different random sequence from the same seed.  Furthermore, the change
isn't documented, either in NEWS, the ChangeLogs, or in the
documentation.

I would have expected a new mt19937 generator to have a new name.  It's
too late now, but could the old generator be reinstated under a
different name, perhaps mt19937_1998?

As it's only the seed calculation, I'm sure this would not have any
performance impact.

cheers,
-- Jamie