OT: Help with Testing Random Number Generators

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?



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


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.


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.


Thanks guys for the tips!



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.


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

- Pauli

Possibly Related Threads…
Thread Author Replies Views Last Post
  HP Prime: RANDOM Alberto Candel 4 1,776 10-18-2013, 09:18 PM
Last Post: Alberto Candel
  Some random wish list items for the 43s Marcel Samek 18 5,166 07-11-2013, 05:35 PM
Last Post: Paul Dale
  Testing card reader motor for 65 Michae Altmann 2 1,636 03-17-2013, 09:24 PM
Last Post: Randy
  [WP 34S] New GCC - Testing required Marcus von Cube, Germany 3 1,559 01-07-2013, 01:59 PM
Last Post: Marcus von Cube, Germany
  Testing the water Ken McPherson 0 865 08-07-2012, 09:18 PM
Last Post: Ken McPherson
  NCEES and Computer Based Testing Richard Garner 2 1,258 04-10-2012, 07:14 PM
Last Post: Steve Fennell
  OT: To All Number Crunchers: Don't miss this VBA numeric library Namir 0 803 04-04-2012, 11:25 AM
Last Post: Namir
  OT: Number Pad Watch Nerdier Than Calculator Watch? Egan Ford 8 2,356 12-20-2011, 04:27 PM
Last Post: megarat
  WP 34S: Memory Allocation - New Document / Testing Marcus von Cube, Germany 0 805 11-09-2011, 11:48 AM
Last Post: Marcus von Cube, Germany
  Fully testing HP 41 Le Babou 7 2,085 10-23-2011, 08:59 AM
Last Post: Allen

Forum Jump: