[jira] [Resolved] (MATH-1314) RNG: Warn users about "seeding"

["Gilles (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-1314?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles resolved MATH-1314.
--------------------------
    Resolution: Fixed

In branch "develop", the {{src/userguide}} section of the repository now contains example codes for running stress tests suite (external tools) on the RNG implementations provided by CM; see files
* {{src/userguide/java/org/apache/commons/math4/userguide/rng/GeneratorsList.java}}
* {{src/userguide/java/org/apache/commons/math4/userguide/rng/RandomStressTester.java}}
* {{src/userguide/c/rng/stdin2testu01.c}}

which users can adapt in order to ensure that some seed generates a sequence that pass stringent tests of uniformity.


> RNG: Warn users about "seeding"
> -------------------------------
>
>                 Key: MATH-1314
>                 URL: https://issues.apache.org/jira/browse/MATH-1314
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Gilles
>              Labels: doc
>             Fix For: 4.0
>
>
> The "package-info.java" file of {{o.a.c.m.random}} does not mention the problem of seeding.
> Many users of CM could not be aware that it is not sufficient to "randomly" choose a seed in order to ensure a random sequence.
> I think that this is what is illustrated by random failures of some unit tests (when the seed is "randomly" selected).
> Do the intricate initialization procedures provided in some implementations (WELL family and ISAAC) ensure that all seeds are good enough?
> Should we provide some tool to test a seed?
> By the way, the WELL performances listed on [this table|http://commons.apache.org/proper/commons-math/javadocs/api-3.6/org/apache/commons/math3/random/package-summary.html] do not correspond to the results obtained on my machine with our {{PerfTestUtils}} benchmark: the {{MersenneTwister}} is invariably faster than all WELL implementations.
> *Update*: the two benchmarks actually _agree_ that {{MersenneTwister}} is faster than WELL.



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