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https://issues.apache.org/jira/browse/MATH-1327?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles updated MATH-1327:
-------------------------
Assignee: Gilles
Labels: correctness documentation (was: documentation)
Description:
For some of the RNGs implemented in CM, a list of reference values (i.e. a
sequence of numbers produced from using a certain seed) are provided by the
algorithm's author (this is the case for "MersenneTwister").
When available, a unit test can show that the CM implementation of the original
algorithm is correct (by comparing the sequence produced by the CM code with
the reference values).
When not available, we can compile the reference implementation (usually in C),
run it and convert the output (taking care of Java "signed" vs C "unsigned"
types) into a list to be used as above.
As the intermediate steps could involve bugs, the overly cautious might wish to
be offered additional assessments that the CM implementations do produce
sequences of uniformly distributed numbers.
> Assessment of the quality of the random number generators
> ---------------------------------------------------------
>
> Key: MATH-1327
> URL: https://issues.apache.org/jira/browse/MATH-1327
> Project: Commons Math
> Issue Type: Sub-task
> Reporter: Gilles
> Assignee: Gilles
> Priority: Minor
> Labels: correctness, documentation
>
> For some of the RNGs implemented in CM, a list of reference values (i.e. a
> sequence of numbers produced from using a certain seed) are provided by the
> algorithm's author (this is the case for "MersenneTwister").
> When available, a unit test can show that the CM implementation of the
> original algorithm is correct (by comparing the sequence produced by the CM
> code with the reference values).
> When not available, we can compile the reference implementation (usually in
> C), run it and convert the output (taking care of Java "signed" vs C
> "unsigned" types) into a list to be used as above.
> As the intermediate steps could involve bugs, the overly cautious might wish
> to be offered additional assessments that the CM implementations do produce
> sequences of uniformly distributed numbers.
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