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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2020 Volume 60, Number 1, Pages 70–79 (Mi zvmmf11015)

This article is cited in 2 papers

A practical approach to testing random number generators in computer algebra systems

M. N. Gevorgyan, A. V. Demidova, A. V. Korolkova, D. S. Kulyabov

Department of Applied Probability and Informatics, Peoples’ Friendship University of Russia (RUDN University), Moscow, 117198 Russia

Abstract: This paper has a practical aim. For a long time, implementations of pseudorandom number generators in standard libraries of programming languages had poor quality. The situation started to improve only recently. Up to now, a large number of libraries and weakly supported mathematical packages use outdated algorithms for random number generation. Four modern sets of statistical tests that can be used for verifying random number generators are described. It is proposed to use command line utilities, which makes it possible to avoid low-level programming in such languages as C or C++. Only free open source systems are considered.

Key words: random number generation, TestU01, PractRand, DieHarder, gjrand.

UDC: 519.174.1

Received: 28.03.2018
Revised: 19.08.2019
Accepted: 18.09.2019

DOI: 10.31857/S004446692001010X


 English version:
Computational Mathematics and Mathematical Physics, 2020, 60:1, 65–73

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© Steklov Math. Inst. of RAS, 2024