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A Generic Random Number Generator Test Suite | Mario Ruetti
; Matthias Troyer
; Wesley P. Petersen
; | Date: |
18 Oct 2004 | Subject: | Statistics; Computational Physics; Statistical Mechanics | math.ST cond-mat.stat-mech hep-lat physics.comp-ph | Abstract: | The heart of every Monte Carlo simulation is a source of high quality random numbers and the generator has to be picked carefully. Since the ``Ferrenberg affair’’ it is known to a broad community that statistical tests alone do not suffice to determine the quality of a generator, but also application-based tests are needed. With the inclusion of an extensible random number library and the definition of a generic interface into the revised C++ standard it will be important to have access to an extensive C++ random number test suite. Most currently available test suites are limited to a subset of tests are written in Fortran or C and cannot easily be used with the C++ random number generator library. | Source: | arXiv, math.ST/0410385 | Services: | Forum | Review | PDF | Favorites |
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