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ACORN (PRNG)
The ACORN or ″Additive Congruential Random Number″ generators are a robust family of PRNGs (pseudorandom number generators) for sequences of uniformly distributed pseudo-random numbers, introduced in 1989 and still valid in 2019, thirty years later. Introduced by R.S.Wikramaratna,Wikramaratna, R.S. (1989). ACORN — A new method for generating sequences of uniformly distributed Pseudo-random Numbers. Journal of Computational Physics. 83. 16-31. ACORN was originally designed for use in geostatistical and geophysical Monte Carlo simulations, and later extended for use on parallel computers.R.S. Wikramaratna, Pseudo-random number generation for parallel processing — A splitting approach, SIAM News 33 (9) (2000). Over the ensuing decades, theoretical analysis (formal proof of convergence and statistical results), empirical testing (using standard test suites), and practical application work have continued, despite the appearance and promotion of other better-known ut not necess ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudorandom Number Generator
A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called the PRNG's ''seed'' (which may include truly random values). Although sequences that are closer to truly random can be generated using hardware random number generators, ''pseudorandom number generators'' are important in practice for their speed in number generation and their reproducibility. PRNGs are central in applications such as simulations (e.g. for the Monte Carlo method), electronic games (e.g. for procedural generation), and cryptography. Cryptographic applications require the output not to be predictable from earlier outputs, and more elaborate algorithms, which do not inherit the linearity of simpler PRNGs, are needed. Good statist ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Congruential Generator
A linear congruential generator (LCG) is an algorithm that yields a sequence of pseudo-randomized numbers calculated with a discontinuous piecewise linear equation. The method represents one of the oldest and best-known pseudorandom number generator algorithms. The theory behind them is relatively easy to understand, and they are easily implemented and fast, especially on computer hardware which can provide modular arithmetic by storage-bit truncation. The generator is defined by the recurrence relation: :X_ = \left( a X_n + c \right)\bmod m where X is the sequence of pseudo-random values, and : m,\, 0 |
Mersenne Twister
The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by and . Its name derives from the fact that its period length is chosen to be a Mersenne prime. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs. The most commonly used version of the Mersenne Twister algorithm is based on the Mersenne prime 2^-1. The standard implementation of that, MT19937, uses a 32-bit word length. There is another implementation (with five variants) that uses a 64-bit word length, MT19937-64; it generates a different sequence. Application Software The Mersenne Twister is used as default PRNG by the following software: * Programming languages: Dyalog APL, IDL, R, Ruby, Free Pascal, PHP, Python (also available in NumPy, however the default was changed to PCG64 instead as of version 1.17),, CMU Common Lisp, Embeddable Common Lisp, Steel Bank Common Lisp, Julia (up to Julia 1.6 LTS, still available in lat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Institute, University Of Oxford
The Mathematical Institute is the mathematics department at the University of Oxford in England. It is one of the nine departments of the university's Mathematical, Physical and Life Sciences Division. The institute includes both pure and applied mathematics (Statistics is a separate department) and is one of the largest mathematics departments in the United Kingdom with about 200 academic staff. It was ranked (in a joint submission with Statistics) as the top mathematics department in the UK in the 2021 Research Excellence Framework. Research at the Mathematical Institute covers all branches of mathematical sciences ranging from, for example, algebra, number theory, and geometry to the application of mathematics to a wide range of fields including industry, finance, networks, and the brain. It has more than 850 undergraduates and 550 doctoral or masters students. The institute inhabits a purpose-built building between Somerville College and Green Templeton College on Woodstoc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Royal Society
The Royal Society, formally The Royal Society of London for Improving Natural Knowledge, is a learned society and the United Kingdom's national academy of sciences. The society fulfils a number of roles: promoting science and its benefits, recognising excellence in science, supporting outstanding science, providing scientific advice for policy, education and public engagement and fostering international and global co-operation. Founded on 28 November 1660, it was granted a royal charter by King Charles II as The Royal Society and is the oldest continuously existing scientific academy in the world. The society is governed by its Council, which is chaired by the Society's President, according to a set of statutes and standing orders. The members of Council and the President are elected from and by its Fellows, the basic members of the society, who are themselves elected by existing Fellows. , there are about 1,700 fellows, allowed to use the postnominal title FRS (Fellow of the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Algorithms Group
The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical analysis routines, containing more than 1,900 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, the solution of ordinary and partial differential equations, regression analysis, and time series analysis. Users of the NAG Library call its routines from within their applications in order to incorporate its mathematical or statistical functionality and to solve numerical problems - for example, finding the minimum or maximum of a function, fitting a curve or surface to data, or solving a differential equation. The Library is available in the many forms, but namely the NAG C Library, the NAG Fortran Library, and the NAG Library for .NET. Its contents are accessible from several computing environments, including standard languages such as C, C++, Fortran, Visual Basic, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
TestU01
TestU01 is a software library, implemented in the ANSI C language, that offers a collection of utilities for the empirical randomness testing of random number generators (RNGs).The TestU01 web site The library was first introduced in 2007 by Pierre L’Ecuyer and Richard Simard of the .Pierre L’Ecuyer & Richard Simard (2007), TestU01: A Software Library in ANSI C for Empirical Testing of Random Number Generators , '' |
Formal Proof
In logic and mathematics, a formal proof or derivation is a finite sequence of sentences (called well-formed formulas in the case of a formal language), each of which is an axiom, an assumption, or follows from the preceding sentences in the sequence by a rule of inference. It differs from a natural language argument in that it is rigorous, unambiguous and mechanically verifiable. If the set of assumptions is empty, then the last sentence in a formal proof is called a theorem of the formal system. The notion of theorem is not in general effective, therefore there may be no method by which we can always find a proof of a given sentence or determine that none exists. The concepts of Fitch-style proof, sequent calculus and natural deduction are generalizations of the concept of proof. The theorem is a syntactic consequence of all the well-formed formulas preceding it in the proof. For a well-formed formula to qualify as part of a proof, it must be the result of applying a rule of th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Diehard Tests
The diehard tests are a battery of statistical tests for measuring the quality of a random number generator. They were developed by George Marsaglia over several years and first published in 1995 on a CD-ROM of random numbers. Test overview ; Birthday spacings : Choose random points on a large interval. The spacings between the points should be asymptotically exponentially distributed. The name is based on the birthday paradox. ; Overlapping permutations : Analyze sequences of five consecutive random numbers. The 120 possible orderings should occur with statistically equal probability. ; Ranks of matrices : Select some number of bits from some number of random numbers to form a matrix over , then determine the rank of the matrix. Count the ranks. ; Monkey tests : Treat sequences of some number of bits as "words". Count the overlapping words in a stream. The number of "words" that do not appear should follow a known distribution. The name is based on the infinite monkey theorem. ; ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cryptography
Cryptography, or cryptology (from grc, , translit=kryptós "hidden, secret"; and ''graphein'', "to write", or ''-logia'', "study", respectively), is the practice and study of techniques for secure communication in the presence of adversarial behavior. More generally, cryptography is about constructing and analyzing protocols that prevent third parties or the public from reading private messages. Modern cryptography exists at the intersection of the disciplines of mathematics, computer science, information security, electrical engineering, digital signal processing, physics, and others. Core concepts related to information security ( data confidentiality, data integrity, authentication, and non-repudiation) are also central to cryptography. Practical applications of cryptography include electronic commerce, chip-based payment cards, digital currencies, computer passwords, and military communications. Cryptography prior to the modern age was effectively synonymo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Geostatistical
Geostatistics is a branch of statistics focusing on spatial or spatiotemporal datasets. Developed originally to predict probability distributions of ore grades for mining operations, it is currently applied in diverse disciplines including petroleum geology, hydrogeology, hydrology, meteorology, oceanography, geochemistry, geometallurgy, geography, forestry, environmental control, landscape ecology, soil science, and agriculture (esp. in precision farming). Geostatistics is applied in varied branches of geography, particularly those involving the spread of diseases (epidemiology), the practice of commerce and military planning (logistics), and the development of efficient spatial networks. Geostatistical algorithms are incorporated in many places, including geographic information systems (GIS). Background Geostatistics is intimately related to interpolation methods, but extends far beyond simple interpolation problems. Geostatistical techniques rely on statistical models that are ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
NAG Numerical Library
The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical analysis routines, containing more than 1,900 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, the solution of ordinary and partial differential equations, regression analysis, and time series analysis. Users of the NAG Library call its routines from within their applications in order to incorporate its mathematical or statistical functionality and to solve numerical problems - for example, finding the minimum or maximum of a function, fitting a curve or surface to data, or solving a differential equation. The Library is available in the many forms, but namely the NAG C Library, the NAG Fortran Library, and the NAG Library for .NET. Its contents are accessible from several computing environments, including standard languages such as C, C++, Fortran, Visual Basic, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
