Hi All, On Thu, 2005-12-08 at 00:22, Stuart Prescott wrote: > Hi all, > > > /* create a generator chosen by the environment variable GSL_RNG_TYPE */ > > At the risk of straying further off topic, I can't help reminding > everyone of the importance of selecting a good random number generator > for scientific work (e.g. Monte Carlo simulations). There are far too > many crappy random number generators Out There and many of them are > still in widespread use. > > The GSL documentation talks a bit about the different generators > available and I highly recommend some of the references therein (Park & > Miller and L'Ecuyer in particular). > > http://www.gnu.org/software/gsl/manual/gsl-ref_17.html > > Personally, I have made use of the Marsaglia Random Number CD (once the > 10MB random bit files are loaded into memory in the disk cache, it's > quite fast) as a good source of reproducible pseudo-random numbers. > > http://stat.fsu.edu/pub/diehard/ > > or mirrored at (the CD seems to be missing from the original): > > http://www.cs.hku.hk/~diehard/cdrom/ > > The only disadvantage that I found was a little latency in starting > simulations in a cluster environment as the amount of data to be copied > to the computational node was greater. >
Just for completeness to the random generators mentioned above. If your system has '/dev/random' and/or '/dev/urandom' then you have also a good random to read from. This is feed by several non deterministic data available on your system. The more usage and traffic you have, the better. Kind Regards, Thomas -- To UNSUBSCRIBE, email to [EMAIL PROTECTED] with a subject of "unsubscribe". Trouble? Contact [EMAIL PROTECTED]
