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OT: Help with Testing Random Number Generators - Printable Version

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OT: Help with Testing Random Number Generators - Namir - 08-01-2011

Hi All,

I am interested in learning about testing for high performance random number generators that can be used in Monte Carlo methods. Such methods require "Rolls Royce" versions of RNG and not you regular "Ford" versions (apologies to car makers for comparison).

Any good links to such tests?

Thanks!

Namir

Edited: 1 Aug 2011, 12:06 p.m.


Re: OT: Help with Testing Random Number Generators - spb - 08-01-2011

The standard starting point for serious randomness testing is probably Marsaglia's diehard tests. It is over a decade old, and it doesn't include some modern approaches (phase space visualisations, for example), but it's probably a pretty good starting point.

What's the application? It isn't really meaningful to talk about any measure of randomness in the abstract; you can only meaningfully talk about whether some measure is suitable for a particular application, threat model, or whatever.


Re: OT: Help with Testing Random Number Generators - Allen - 08-01-2011

Chapter 3 of TAOCP is devoted to RNG entirely. Although I'm sure other people have done more recent work, it's still worth the 175 pg read.


Re: OT: Help with Testing Random Number Generators - Namir - 08-01-2011

Thanks guys for the tips!

Namir


Re: OT: Help with Testing Random Number Generators - htom trites jr - 08-01-2011

It's a joy to see someone asking about testing PRNG, rather than how to make fast ones. A good PRNG is a hard problem to solve.


Re: OT: Help with Testing Random Number Generators - Paul Dale - 08-01-2011

The GNU Scientific Library has some links to generators and test suites.


- Pauli