Newsgroups: sci.math,sci.stat.math Path: bga.com!news.sprintlink.net!hookup!ames!lll-winken.llnl.gov!overload.lbl.gov!dog.ee.lbl.gov!ihnp4.ucsd.edu!usc!howland.reston.ans.net!europa.eng.gtefsd.com!MathWorks.Com!news.kei.com!ssd.intel.com!carr From: carr@ssd.intel.com (George Carr) Subject: Re: BSD random() - any good (source included)? Message-ID: <Cs4B6w.IqE@SSD.intel.com> Sender: usenet@SSD.intel.com Nntp-Posting-Host: shiva Organization: Supercomputer Systems Divison, Intel Corp. References: <deleydCs1L9A.2L6@netcom.com> <iFwLoc3w165w@hakatac.almanac.bc.ca> Distribution: na Date: Tue, 28 Jun 1994 17:28:08 GMT Lines: 34 Xref: bga.com sci.math:14998 sci.stat.math:1241 In article <iFwLoc3w165w@hakatac.almanac.bc.ca>, rbursey@hakatac.almanac.bc.ca (robert bursey) writes: |> deleyd@netcom.com writes: |> |> > I did a research paper on Computer Generated Random Number Sequences in |> > 1991. Included are the results of testing numerous popular generators. |> > The code used for testing the generators is also available if one |> > is so inclined to do some testing of a particular generator. (The only |> > thing is a thorough test to determine the limits of the generator can |> > take many hours of CPU time). |> > |> > Perhaps later this week I'll post the paper and see what the response |> > is. I'm always a bit apprehensive to post. Never sure what the |> > response will be. Maybe someone will think it's interesting. |> > |> > David Deley |> > deleyd@netcom.com |> |> Does anybody know of a good test for randomness? I would definitely like to |> know how good computer RNG's are. Post away! The classic reference is Volume 2 of Donald Knuth's The Art of Computer Programming, Second Edition, Seminumerical Algorithms. I highly recommend it to anyone wanting to know what "random" is all about. If you really need to know whether your generator is random-enough for your application you should expect to do your own testing and yes it will require many hours of your time in addition to that of your computer. -- George R. Carr, Jr. Intel Supercomputer Systems Division Parallel Systems Engineer NOAA Forecast Systems Laboratory carr@ssd.intel.com Research Lab 3, Rm A227 carr@neko.fsl.noaa.gov 3100 Marine St, R/E/FS5 voice: 303-497-6130 Boulder, CO 80303 fax: 303-497-6821