Numer Ical Experiments with the Spectral Test

Abstract

F o l locling Marsagl ia and D i e t e r , t h e s p e c t r a l t e s t f o r l i n e a r congruential random number gene ra to rs i s deve loped f rom the g r i d o r l a t t i c e p o i n t model r a t h e r t h a n t h e F o u r i e r t r a n s f o r m m o d e l , modi f ieat i ons to t he pub1 ished a l g o r i t h m s w e r e t r i e d , Severa I re f i nen ien ts , One of these wh ich uses resu l t s f rom lesse r d imens ions to compu te h i gher d i mens i ona t ones, s u b s t a n t i a l l y . was found to decrease the computat ion t ime A c h a n g e i n t h e d e f i n i t i o n o f t h e s p e c t r a l t e s t i s p r o p o s e d i n t h e s e c t i o n e n t i t l e d “ A Q u e s t i o n o f I n d e p e n d e n c e ” .

Cite this paper

@inproceedings{Gosper1998NumerIE, title={Numer Ical Experiments with the Spectral Test}, author={R. William Gosper}, year={1998} }