[Numpy-discussion] random number generator--problems?

Robert Kern robert.kern at gmail.com
Fri Mar 13 14:27:54 EDT 2009


On Fri, Mar 13, 2009 at 13:16, JJ <josh8912 at yahoo.com> wrote:
>
> Hello:
> I just ran across this article saying that the random number generator in Linux is broken.
>
> http://www-cdf.fnal.gov/publications/cdf6850_badrand.pdf
>
> The article starts:
> <<The main purpose of this note is to exhibit a defect in the Linux C and C++ standard library pseudo-random number generator rand and the Linux/UNIX
> system-library generator random. Since Linux rand and Linux/UNIX random
> use identical algorithms, we will use “random” to refer to both. The defect
> is uncovered when random fails a simple empirical test.>>
>
> As I understand it, Numpy uses a different random number generator (Mersenne Twister), but I just wanted to verify that any problems with the Linux random number generators do not apply to Numpy.  Can someone please verify this?

Yes.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco



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