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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1327) Assessment of the quality of the random number generators
Date Sun, 20 Mar 2016 23:58:33 GMT

    [ https://issues.apache.org/jira/browse/MATH-1327?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15203575#comment-15203575
] 

Gilles commented on MATH-1327:
------------------------------

Reports available in branch "feature-MATH-1335".

> 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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