CODEWITHSUNDEEP
testingrandomprng
Daniel Fath
Daniel Fath

Reputation: 18069

How to test PRNG?

Lately I implemented a MersenneTwister for 64-bit integer (or long). Is there a guide or examples of how to test PRNG so that I may know whether or not my implementation is good-enough solution. I'm specially interested into how to verify if my implementation has good enough uniform distribution.

The more specifically this is tied to MersenneTwister the better.

Upvotes: 5

Views: 3632

Answers (4)

Watchman
Watchman

Reputation: 326

Aloha!

As someone else said - use the known answer test vectors for the algorithms. If you meet the test vectors you can be reasonably sure that your generator works.

If you really want to test the generator. Use the DIEHARD tests++ as implemented by the Dieharder tool:

http://www.phy.duke.edu/~rgb/General/dieharder.php

Upvotes: 1

John D. Cook
John D. Cook

Reputation: 30089

You do not need to test the Mersenne Twister algorithm -- that's been done over and over by people who really know what they're doing -- you only have to test whether you've correctly implemented the algorithm.

You can go to the Mersenne Twister web site and grab their test output. If you produce the same sequence of outputs that they do, you've probably implemented the algorithm correctly.

Note that the MT site has a link specifically for 64 bit machines and different test outputs for 32 and 64 bit versions.

Upvotes: 14

Kristopher Johnson
Kristopher Johnson

Reputation: 82535

The standard battery of tests for a PRNG is the Diehard Tests.

Upvotes: 8

Tyler Eaves
Tyler Eaves

Reputation: 13121

Easiest approach (If it's truely generic MT) would be to compared it with a known-good MT library with the same seed.

Upvotes: 2

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