TestU01

TestU01 is a software library, implemented in the ANSI C language, and offering a collection of utilities for the empirical statistical testing of uniform random number generators. The library implements several types of random number generators in generic form, as well as many specific generators proposed in the literature or found in widely-used software. It provides general implementations of the classical statistical tests for random number generators, as well as several others proposed in the literature, and some original ones. These tests can be applied to the generators predefined in the library and to user-defined generators. Specific tests suites for either sequences of uniform random numbers in [0,1] or bit sequences are also available. Basic tools for plotting vectors of points produced by generators are provided as well. Additional software permits one to perform systematic studies of the interaction between a specific test and the structure of the point sets produced by a given family of random number generators. That is, for a given kind of test and a given class of random number generators, to determine how large should be the sample size of the test, as a function of the generator’s period length, before the generator starts to fail the test systematically.


References in zbMATH (referenced in 38 articles )

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  1. Faure, Emil V.; Shcherba, Anatoly I.; Rudnytskyi, V.M.: The method and criterion for quality assessment of random number sequences (2016)
  2. Balint, Adrian; Belov, Anton; Järvisalo, Matti; Sinz, Carsten: Overview and analysis of the SAT challenge 2012 solver competition (2015)
  3. Demchik, Vadim: Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach (2014)
  4. Karl, Andrew T.; Eubank, Randy; Milovanovic, Jelena; Reiser, Mark; Young, Dennis: Using rngstreams for parallel random number generation in C++ and R (2014)
  5. Mélard, Guy: On the accuracy of statistical procedures in Microsoft Excel 2010 (2014)
  6. Weihs, Claus; Mersmann, Olaf; Ligges, Uwe: Foundations of statistical algorithms. With references to R packages (2014)
  7. Beliakov, Gleb; Johnstone, Michael; Creighton, Doug; Wilkin, Tim: An efficient implementation of Bailey and Borwein’s algorithm for parallel random number generation on graphics processing units (2013)
  8. Saito, Mutsuo; Matsumoto, Makoto: Variants of Mersenne Twister suitable for graphic processors (2013)
  9. Sezgin, Fatin; Sezgin, Tevfik Metin: Finding the best portable congruential random number generators (2013)
  10. Barash, L.Yu.: Geometric and statistical properties of pseudorandom number generators based on multiple recursive transformations (2012)
  11. Deng, Lih-Yuan; Shiau, Jyh-Jen Horng; Lu, Henry Horng-Shing: Efficient computer search of large-order multiple recursive pseudo-random number generators (2012)
  12. Deng, Lih-Yuan; Shiau, Jyh-Jen Horng; Lu, Henry Horng-Shing: Large-order multiple recursive generators with modulus $2^31-1$ (2012)
  13. de Schryver, Christian; Schmidt, Daniel; Wehn, Norbert; Korn, Elke; Marxen, Henning; Kostiuk, Anton; Korn, Ralf: A hardware efficient random number generator for nonuniform distributions with arbitrary precision (2012)
  14. Grace, Adam W.; Wood, Ian A.: Approximating the tail of the Anderson-Darling distribution (2012)
  15. Kanso, A.; Yahyaoui, H.; Almulla, M.: Keyed hash function based on a chaotic map (2012)
  16. Mascagni, Michael; Hin, Lin-Yee: Parallel random number generators in Monte Carlo derivative pricing: an application-based test (2012)
  17. Yaguchi, Hirotake; Ueda, Sumie: Construction, randomness and security of new hash functions derived from chaos mappings (2012)
  18. Barash, L. Yu.; Shchur, Lev N.: RNGSSELIB: program library for random number generation, SSE2 realization (2011)
  19. Corsaro, S.; De Angelis, P.L.; Marino, Z.; Perla, F.: Participating life insurance policies: an accurate and efficient parallel software for COTS clusters (2011)
  20. Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.: Pseudo-random number generation for Brownian dynamics and dissipative particle dynamics simulations on GPU devices (2011)

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