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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1327) Assessment of the quality of the random number generators
Date Thu, 10 Mar 2016 13:53:40 GMT

     [ 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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