Re: Random numbers generation
Hi All,
On Thu, 2005-12-08 at 00:22, Stuart Prescott wrote:
> Hi all,
>
> > /* create a generator chosen by the environment variable GSL_RNG_TYPE */
>
> At the risk of straying further off topic, I can't help reminding
> everyone of the importance of selecting a good random number generator
> for scientific work (e.g. Monte Carlo simulations). There are far too
> many crappy random number generators Out There and many of them are
> still in widespread use.
>
> The GSL documentation talks a bit about the different generators
> available and I highly recommend some of the references therein (Park &
> Miller and L'Ecuyer in particular).
>
> http://www.gnu.org/software/gsl/manual/gsl-ref_17.html
>
> Personally, I have made use of the Marsaglia Random Number CD (once the
> 10MB random bit files are loaded into memory in the disk cache, it's
> quite fast) as a good source of reproducible pseudo-random numbers.
>
> http://stat.fsu.edu/pub/diehard/
>
> or mirrored at (the CD seems to be missing from the original):
>
> http://www.cs.hku.hk/~diehard/cdrom/
>
> The only disadvantage that I found was a little latency in starting
> simulations in a cluster environment as the amount of data to be copied
> to the computational node was greater.
>
Just for completeness to the random generators mentioned above.
If your system has '/dev/random' and/or '/dev/urandom' then you have
also a good random to read from. This is feed by several non
deterministic data available on your system. The more usage and traffic
you have, the better.
Kind Regards,
Thomas
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