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25 April 2024
 
  » arxiv » math.ST/0410385

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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
AbstractThe 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
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