Just in case anyone has any need for it, for whatever reason or purpose, I'm posting a more or less direct, non-idiomatic F# conversion of a C version of the Mersenne Twister random number generator. Last time I checked, creating a sequence of 1,000,000 random numbers using both the F# and C versions with the same starting seed generated identical sequences.

The original code can be found at:

[link:www.math.sci.hiroshima-u.ac.jp]

///
/// mt.fs
///

open Printf

let N = 624
let M = 397
let MATRIX_A = 0x9908b0dful
let UPPER_MASK = 0x80000000ul
let LOWER_MASK = 0x7ffffffful

let mt = Array.create N 0ul
let mti = ref (N+1)

let init_genrand s =
mt.(0) <- (s &&& 0xfffffffful);
for i = 1 to N-1 do
mt.(i) <- (1812433253ul * (mt.(i-1) ^^^ (mt.(i-1) >>> 30)) + (UInt32.of_int i));
mt.(i) <- mt.(i) &&& 0xfffffffful
done;
mti := N

let init_by_array init_key =
let i = ref 1
and j = ref 0
and k = ref (if N > Array.length init_key then N else Array.length init_key) in
init_genrand 19650218ul;
while (!k > 0) do
mt.(!i) <- (mt.(!i) ^^^ ((mt.(!i-1) ^^^ (mt.(!i-1) >>> 30)) * 1664525ul)) +
init_key.(!j) + (UInt32.of_int !j);
mt.(!i) <- mt.(!i) &&& 0xfffffffful;
incr i; incr j;
if !i >= N then
begin
mt.(0) <- mt.(N-1);
i := 1
end;
if !j >= Array.length init_key then j := 0;
decr k
done;
k := N-1;
while (!k > 0) do
mt.(!i) <- (mt.(!i) ^^^ ((mt.(!i-1) ^^^ (mt.(!i-1) >>> 30)) * 1566083941ul)) -
(UInt32.of_int !i);
mt.(!i) <- mt.(!i) &&& 0xfffffffful;
incr i;
if (!i >= N) then
begin
mt.(0) <- mt.(N-1);
i := 1
end;
decr k
done;
mt.(0) <- 0x80000000ul

let genrand_int32 () =
let mag01 = [|0x0ul; MATRIX_A|] in
if !mti >= N then
begin
if (!mti = N+1) then init_genrand 5489ul;

for kk = 0 to N-M-1 do
let y = (mt.(kk) &&& UPPER_MASK) ||| (mt.(kk+1) &&& LOWER_MASK) in
mt.(kk) <- mt.(kk+M) ^^^ (y >>> 1) ^^^ mag01.(UInt32.to_int (y &&& 0x1ul))
done;

for kk = N-M to N-2 do
let y = (mt.(kk) &&& UPPER_MASK) ||| (mt.(kk+1) &&& LOWER_MASK) in
mt.(kk) <- mt.(kk+(M-N)) ^^^ (y >>> 1) ^^^ mag01.(UInt32.to_int (y &&& 0x1ul))
done;

let y = (mt.(N-1) &&& UPPER_MASK) ||| (mt.(0) &&& LOWER_MASK) in
mt.(N-1) <- mt.(M-1) ^^^ (y >>> 1) ^^^ mag01.(UInt32.to_int (y &&& 0x1ul));
mti := 0
end;

let y = ref (mt.(!mti)) in
incr mti;
y := !y ^^^ (!y >>> 11);
y := !y ^^^ ((!y <<< 7) &&& 0x9d2c5680ul);
y := !y ^^^ ((!y <<< 15) &&& 0xefc60000ul);
y := !y ^^^ (!y >>> 18);
!y

let genrand_int31 () = (UInt32.to_int32 (genrand_int32() >>> 1))
let genrand_real1 () = (System.Convert.ToDouble (genrand_int32 ())) / 4294967295.0
let genrand_real2 () = (System.Convert.ToDouble (genrand_int32 ())) / 4294967296.0
let genrand_real3 () = ((System.Convert.ToDouble (genrand_int32 ())) + 0.5) / 4294967296.0