Re: [BLACKBOX] Random Number Tests

From: [at]} <Robert>
Date: Tue, 18 Nov 2008 19:32:47 +0000

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Georgy Jikia wrote:
> Also some popular random generators, for example Mersenne Twister, are
> missing.
>
> Best regards,
> Georgy


The Mersenne Twister is (currently) my preferred random number generator.

I think the 'Wirth' generator is unsuitable for large simulations. It was
originally published by Lewis, Goodman, & Miller. It has a small state vetor (32
bits), and that worries me.

The Mersenne Twister has a state vector of 633 'words', each of 32 bits. The
implementation I use is in the DLL ACML (AMD Core Maths Library), which also
includes useful stuff like LAPACK & BLAS - see http://developer.amd.com/acml.aspx.

I have (documented) Component Pascal interfaces if anyone requires them.


I suspect that 'testing' random number generators is a rather specialised task,
so I prefer to use ones tested by other people, but with a good reputation.


Regards

Robert

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Received on Tue Nov 18 2008 - 20:32:47 UTC