A Generic Random Number Generator Test Suite
摘要
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.
引用
@article{arxiv.math/0410385,
title = {A Generic Random Number Generator Test Suite},
author = {Mario Ruetti and Matthias Troyer and Wesley P. Petersen},
journal= {arXiv preprint arXiv:math/0410385},
year = {2007}
}
备注
11 pages, sources are available from http://www.comp-phys.org/rngts