numpy performance and random numbers

Lie Ryan lie.1296 at gmail.com
Sun Dec 20 19:18:38 EST 2009


On 12/21/2009 1:13 AM, David Cournapeau wrote:
> But the OP case mostly like falls in your estimated 0.01% case. PRNG
> quality is essential for reliable Monte Carlo procedures. I don't
> think long period is enough to guarantee those good properties for //
> random generators - at least it is not obvious to me.

Now it's not, long periods are not indicator of quality. I was 
responding to the chance of unexpected repetition of sequence because of 
collision of entry points. Long periods is an indicator that the chance 
of entry point collision should be low enough. Long periods (alone) 
doesn't mean anything to the quality of the randomness itself.



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