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From Sébastien Brisard <sebastien.bris...@m4x.org>
Subject Re: [math] Reliability of Well1024a
Date Sat, 31 Dec 2011 16:34:49 GMT
2011/12/31 Luc Maisonobe <Luc.Maisonobe@free.fr>:
> Le 31/12/2011 15:50, Sébastien Brisard a écrit :
>> Hi,
>> In rev 1226041, I committed a patch proposed by Christian (see
>> MATH-692). Unfortunately, I didn't notice that this patch causes the
>> failure of Well1024aTest. Since this morning, I've been looking into
>> that failure. I don't think that any of Christian's proposed
>> modifications is to be incriminated. Rather, I'm wondering whether
>> Well1024a is reliable. Indeed, varying the seed in
>> Well1024aTest.makeGenerator() causes failure of various unit tests
>>   - SEED = 100 causes testNextPoissonConsistency() to fail,
>>   - SEED = 1000 causes testNextIntPositiveRange(),
>> testNextLongNegativeRange() and testNextLongPositiveRange() to fail,
>> while *all* tests pass with SEED = 1001. I think this probability of
>> failure is well above the 0.001 threshold of the chi-square test.
>>
>> I'm not very familiar with this part of CM, and would very much like
>> to know what you think.
>
> I am sorry not to have any time to look at this these days.
> Well 1024 has been checked with respect to the reference C
> implementation though. Perhaps we should check it again.
>
> Luc
>
I'm sorry, Luc, perhaps I should have made a less peremptory
statement. I'm not implying this implementation is faulty, I'm merely
suggesting we should look into it again. No offense meant.

Two points are worth noting
  - it seems to me that regardless of the seed, all test pass if you
increase the size of the sample (from 1000 to 10000).
  - Also, I think that the tests which fail have recently been added,
as part of MATH-724.

Sébastien

>>
>> NOTE: in rev 1226096, I set the SEED to 1001, so as to make Gump stop
>> complaining. Obivously, this is a very dirty trick.
>>
>> Sébastien
>>
>>
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