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一个通用的随机数发生器测试集

A Generic Random Number Generator Test Suite

Mario Ruetti, Matthias Troyer, Wesley P. Petersen

摘要:

每个蒙特卡罗模拟的核心是高质量随机数的来源,并且必须仔细挑选生成器。自“费伦贝格事件”以来,广大社区都知道,单靠统计测试不足以确定发电机的质量,还需要基于应用的测试。随着可扩展的随机数库和通用接口的定义被纳入修订的C++标准,访问扩展的C++随机数测试套件将是重要的。大多数当前可用的测试套件仅限于用Fortran或C编写的测试子集,并且不能轻松地与C++随机数生成器库一起使用。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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