A Generic Random Number Generator Test Suite

Details A Generic Random Number Generator Test Suite A Generic Random Number Generator Test Suite

2004-10-18

arxiv.org/abs/math/0410385v1

Mathematics

Statistics Theory

11 pages, sources are available from http://www.comp-phys.org/rngts

Scientific paper

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.

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