-- Bernhard Treutwein Ludwig-Maximilians-Universität Ref. IIIA3 Anwendungsentwicklung Martiusstr. 4 80802 München Tel. 089 2180-2774 Fax. 089 2180-992774 Mobil. 0152-01549335 e-mail: bernhard treutwein (at) verwaltung uni-muenchen de > -----Original Message----- > From: BlackBox [mailto:BLACKBOX{([at]})nowhere.xy> Georgy Jikia > Sent: Wednesday, November 19, 2008 1:32 AM > To: BLACKBOX{([at]})nowhere.xy> Subject: Re: [BLACKBOX] Random Number Tests > > > Hello Robert, > > I was also thinking about using some maths library with > BlackBox, e.g. GSL. > If AMD library works also on Intel CPU's, which hopefully > should be the case, I would be glad to have a look at your CP > interfaces with ACML. > > Regards > Georgy > > On Tue, Nov 18, 2008 at 8:32 PM, Robert > <robert.campbell_{([at]})nowhere.xy> > > 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 > > > > ---- > To unsubscribe, send a message with body "SIGNOFF > BLACKBOX" to LISTSERV{([at]})nowhere.xy> > > > ---- To unsubscribe, send a message with body "SIGNOFF > BLACKBOX" to LISTSERV{([at]})nowhere.xy> ----boundary-LibPST-iamunique-1356952478_-_- Content-type: application/rtf Content-transfer-encoding: base64 Content-Disposition: attachment; filename="rtf-body.rtf" e1xydGYxXGFuc2lcYW5zaWNwZzEyNTJcZnJvbXRleHQgXGRlZmYwe1xmb250dGJsDQp7XGYwXGZz d2lzc1xmY2hhcnNldDAgQXJpYWw7fQ0Ke1xmMVxmbW9kZXJuIENvdXJpZXIgTmV3O30NCntcZjJc 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