On 5 September 2010 05:28, William Stein <wst...@gmail.com> wrote:
> scipy.stats has random number generators for about a 100 different
> families of distributions.   The last time I tried them, they were of
> variable quality, in that some of them were (very, very) slow.  But
> the range of distributions was really impressive.      You should look
> at the official book about numpy (yes, numpy), which Travis Oliphant
> wrote.  It has a pretty good list of the distributions in numpy.stats
> = scipy.stats.


> Whatever you do, I hope you'll benchmark carefully as you go.  A
> package that generates random numbers 1000 times slower than MATLAB is
> going to be very annoying to use.  Non-cryptography people usually
> generate random numbers because they want a lot of them.

If they are of variable quality, I would suggest that not only
benchmarking them is important, but testing them for randomness is
too. I know that some implementations that work on one word-size
computer perform really poor if the word size is increased. So an
algorithm only tested on a 32-bit system might perform very badly in a
64-bit one.

Most make use of a CPUs register overflowing at some point. If the
word size changes, so the overflow point changes, so the algorithm has
changes.

Dave

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