GNU Scientific Library Reference Manual - Third Edition (v1.12) by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi Paperback (6"x9"), 592 pages, 60 figures ISBN 0954612078 RRP £24.95 ($39.95) Get a printed copy>>>

GNU Scientific Library Reference Manual - Third Edition (v1.12) Buy the book here >>> learn more

17.14 References and Further Reading

The subject of random number generation and testing is reviewed extensively in Knuth's Seminumerical Algorithms.

• Donald E. Knuth, The Art of Computer Programming: Seminumerical Algorithms (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.

Further information is available in the review paper written by Pierre L'Ecuyer,

P. L'Ecuyer, “Random Number Generation”, Chapter 4 of the Handbook on Simulation, Jerry Banks Ed., Wiley, 1998, 93--137. http://www.iro.umontreal.ca/~lecuyer/papers.html

The source code for the diehard random number generator tests is also available online,

• DIEHARD source code G. Marsaglia,
• http://stat.fsu.edu/pub/diehard/

A comprehensive set of random number generator tests is available from nist,

• NIST Special Publication 800-22, “A Statistical Test Suite for the Validation of Random Number Generators and Pseudo Random Number Generators for Cryptographic Applications”.
• http://csrc.nist.gov/rng/