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https://issues.apache.org/jira/browse/MATH-1327?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15203575#comment-15203575
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Gilles commented on MATH-1327:
------------------------------
Reports available in branch "feature-MATH-1335".
> 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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