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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2016/03/10 14:53:40 UTC

[jira] [Updated] (MATH-1327) Assessment of the quality of the random number generators

     [ https://issues.apache.org/jira/browse/MATH-1327?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles updated MATH-1327:
-------------------------
       Assignee: Gilles
         Labels: correctness documentation  (was: documentation)
    Description: 
For some of the RNGs implemented in CM, a list of reference values (i.e. a sequence of numbers produced from using a certain seed) are provided by the algorithm's author (this is the case for "MersenneTwister").
When available, a unit test can show that the CM implementation of the original algorithm is correct (by comparing the sequence produced by the CM code with the reference values).
When not available, we can compile the reference implementation (usually in C), run it and convert the output (taking  care of Java "signed" vs C "unsigned" types) into a list to be used as above.
As the intermediate steps could involve bugs, the overly cautious might wish to be offered additional assessments that the CM implementations do produce sequences of uniformly distributed numbers.

> Assessment of the quality of the random number generators
> ---------------------------------------------------------
>
>                 Key: MATH-1327
>                 URL: https://issues.apache.org/jira/browse/MATH-1327
>             Project: Commons Math
>          Issue Type: Sub-task
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>              Labels: correctness, documentation
>
> For some of the RNGs implemented in CM, a list of reference values (i.e. a sequence of numbers produced from using a certain seed) are provided by the algorithm's author (this is the case for "MersenneTwister").
> When available, a unit test can show that the CM implementation of the original algorithm is correct (by comparing the sequence produced by the CM code with the reference values).
> When not available, we can compile the reference implementation (usually in C), run it and convert the output (taking  care of Java "signed" vs C "unsigned" types) into a list to be used as above.
> As the intermediate steps could involve bugs, the overly cautious might wish to be offered additional assessments that the CM implementations do produce sequences of uniformly distributed numbers.



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