Spectral Test
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Spectral Test
The spectral test is a statistical test for the quality of a class of pseudorandom number generators (PRNGs), the linear congruential generators (LCGs). LCGs have a property that when plotted in 2 or more dimensions, lines or hyperplanes will form, on which all possible outputs can be found. The spectral test compares the distance between these planes; the further apart they are, the worse the generator is. As this test is devised to study the lattice structures of LCGs, it can not be applied to other families of PRNGs. According to Donald Knuth, this is by far the most powerful test known, because it can fail LCGs which pass most statistical tests. The IBM subroutine RANDU RANDUCompaq Fortran Language Reference Manual (Order Number: AA-Q66SD-TK) September 1999 (formerly DIGITAL Fortran and DEC Fortran 90) is a linear congruential pseudorandom number generator (LCG) of the Park–Miller type, which was used primar ... LCG fails in this test for 3 dimensions and above. Refe ...
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Randu
RANDUCompaq Fortran Language Reference Manual (Order Number: AA-Q66SD-TK) September 1999 (formerly DIGITAL Fortran and DEC Fortran 90) is a linear congruential pseudorandom number generator (LCG) of the Park–Miller type, which was used primarily in the 1960s and 1970s. It is defined by the recurrence: :V_ = 65539\cdot V_j\, \bmod\, 2^\, with the initial seed number, V_0 as an odd number. It generates pseudorandom integers V_j which are uniformly distributed in the interval , but in practical applications are often mapped into pseudorandom rationals X_j in the interval , by the formula: :X_j = \frac. IBM's RANDU is widely considered to be one of the most ill-conceived random number generators ever designed, and was described as "truly horrible" by Donald Knuth. It fails the spectral test badly for dimensions greater than 2 as will be seen below. The reason for choosing these particular values for the multiplier and modulus had been that with a 32-bit-integer word size, the ...
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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 ...
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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 — the " modulus" : a,\,0 < a < m — the "multiplier" : c,\,0 \le c < m — the "increment" : X_0,\,0 \le X_0 < m — the "seed" or "start value" are

PNAS
''Proceedings of the National Academy of Sciences of the United States of America'' (often abbreviated ''PNAS'' or ''PNAS USA'') is a peer-reviewed multidisciplinary scientific journal. It is the official journal of the National Academy of Sciences, published since 1915, and publishes original research, scientific reviews, commentaries, and letters. According to ''Journal Citation Reports'', the journal has a 2021 impact factor of 12.779. ''PNAS'' is the second most cited scientific journal, with more than 1.9 million cumulative citations from 2008 to 2018. In the mass media, ''PNAS'' has been described variously as "prestigious", "sedate", "renowned" and "high impact". ''PNAS'' is a delayed open access journal, with an embargo period of six months that can be bypassed for an author fee ( hybrid open access). Since September 2017, open access articles are published under a Creative Commons license. Since January 2019, ''PNAS'' has been online-only, although print issues are ava ...
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Washington University In St
Washington commonly refers to: * Washington (state), United States * Washington, D.C., the capital of the United States ** A metonym for the federal government of the United States ** Washington metropolitan area, the metropolitan area centered on Washington, D.C. * George Washington George Washington (February 22, 1732, 1799) was an American military officer, statesman, and Founding Father who served as the first president of the United States from 1789 to 1797. Appointed by the Continental Congress as commander of th ... (1732–1799), the first president of the United States Washington may also refer to: Places England * Washington, Tyne and Wear, a town in the City of Sunderland metropolitan borough ** Washington Old Hall, ancestral home of the family of George Washington * Washington, West Sussex, a village and civil parish Greenland * Cape Washington, Greenland * Washington Land Philippines *New Washington, Aklan, a municipality *Washington, a barangay in Catar ...
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Donald Knuth
Donald Ervin Knuth ( ; born January 10, 1938) is an American computer scientist, mathematician, and professor emeritus at Stanford University. He is the 1974 recipient of the ACM Turing Award, informally considered the Nobel Prize of computer science. Knuth has been called the "father of the analysis of algorithms". He is the author of the multi-volume work ''The Art of Computer Programming'' and contributed to the development of the rigorous analysis of the computational complexity of algorithms and systematized formal mathematical techniques for it. In the process, he also popularized the asymptotic notation. In addition to fundamental contributions in several branches of theoretical computer science, Knuth is the creator of the TeX computer typesetting system, the related METAFONT font definition language and rendering system, and the Computer Modern family of typefaces. As a writer and scholar, Knuth created the WEB and CWEB computer programming systems designed to encou ...
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The Art Of Computer Programming
''The Art of Computer Programming'' (''TAOCP'') is a comprehensive monograph written by the computer scientist Donald Knuth presenting programming algorithms and their analysis. Volumes 1–5 are intended to represent the central core of computer programming for sequential machines. When Knuth began the project in 1962, he originally conceived of it as a single book with twelve chapters. The first three volumes of what was then expected to be a seven-volume set were published in 1968, 1969, and 1973. Work began in earnest on Volume 4 in 1973, but was suspended in 1977 for work on typesetting prompted by the second edition of Volume 2. Writing of the final copy of Volume 4A began in longhand in 2001, and the first online pre-fascicle, 2A, appeared later in 2001. The first published installment of Volume 4 appeared in paperback as Fascicle 2 in 2005. The hardback Volume 4A, combining Volume 4, Fascicles 0–4, was published in 2011. Volume 4, Fascicle 6 ("Satisfiability") was rel ...
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Addison-Wesley
Addison-Wesley is an American publisher of textbooks and computer literature. It is an imprint of Pearson PLC, a global publishing and education company. In addition to publishing books, Addison-Wesley also distributes its technical titles through the O'Reilly Online Learning e-reference service. Addison-Wesley's majority of sales derive from the United States (55%) and Europe (22%). The Addison-Wesley Professional Imprint produces content including books, eBooks, and video for the professional IT worker including developers, programmers, managers, system administrators. Classic titles include ''The Art of Computer Programming'', ''The C++ Programming Language'', ''The Mythical Man-Month'', and ''Design Patterns''. History Lew Addison Cummings and Melbourne Wesley Cummings founded Addison-Wesley in 1942, with the first book published by Addison-Wesley being Massachusetts Institute of Technology professor Francis Weston Sears' ''Mechanics''. Its first computer book was ''Progra ...
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RANDU
RANDUCompaq Fortran Language Reference Manual (Order Number: AA-Q66SD-TK) September 1999 (formerly DIGITAL Fortran and DEC Fortran 90) is a linear congruential pseudorandom number generator (LCG) of the Park–Miller type, which was used primarily in the 1960s and 1970s. It is defined by the recurrence: :V_ = 65539\cdot V_j\, \bmod\, 2^\, with the initial seed number, V_0 as an odd number. It generates pseudorandom integers V_j which are uniformly distributed in the interval , but in practical applications are often mapped into pseudorandom rationals X_j in the interval , by the formula: :X_j = \frac. IBM's RANDU is widely considered to be one of the most ill-conceived random number generators ever designed, and was described as "truly horrible" by Donald Knuth. It fails the spectral test badly for dimensions greater than 2 as will be seen below. The reason for choosing these particular values for the multiplier and modulus had been that with a 32-bit-integer word size, the ...
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Chi-squared Test
A chi-squared test (also chi-square or test) is a statistical hypothesis test used in the analysis of contingency tables when the sample sizes are large. In simpler terms, this test is primarily used to examine whether two categorical variables (''two dimensions of the contingency table'') are independent in influencing the test statistic (''values within the table''). The test is valid when the test statistic is chi-squared distributed under the null hypothesis, specifically Pearson's chi-squared test and variants thereof. Pearson's chi-squared test is used to determine whether there is a statistically significant difference between the expected frequencies and the observed frequencies in one or more categories of a contingency table. For contingency tables with smaller sample sizes, a Fisher's exact test is used instead. In the standard applications of this test, the observations are classified into mutually exclusive classes. If the null hypothesis that there are no di ...
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