Diehard Results on CLHEP Random

ZOOM ZOOM

ZOOM's CLHEP Package

Statistical Validation of Random Engines

To verify proper statistical behavior for the random sequences produced by CLHEP Random, we have applied the "DIEHARD" suite of tests to each engine. This is quite a comprehensive suite, and evidently more stringent than tests previously applied to these distributions.

The engines as they existed previously in the CLHEP library each have a method flat() that returns a 64-bit double-precision floating point number. The DIEHARD suite, however, expects a completely random stream of bits, meaning some conversion to an integer is necessary. Specifically, the suite needs three million 32-bit unsigned integers, on the open interval between 0 and 2^32.

A recent revision to all of the classes of ZOOM's version of the CLHEP Random engines was the addition of conversion operators for the engines. This means that the notation

float x = someEngine;
double y = someEngine;
unsigned int z = someEngine;

is now possible, and will advance the engine in a similar manner to calling flat(). In fact, the conversion to double operator is essentially just a synonym for flat(). Special care has been taken so that the float and unsigned int conversion operators both return values that have all 32 bits properly filled (i.e. no zero bytes). In many cases, the engines can produce a single-precision float or an unsigned int faster than the double-precision value, but it all depends upon the internal representation and computation of the values. So, along with the DIEHARD statistical validation of the engines, we also offer benchmark times to produce the 3 million numbers used, for each of the three conversion operators.

Note: that the time trial tests were performed on a single IP22 Processor machine, running at 174 MHz. The following table summarizes the results obtained.

Engine
name
Test Failed CPU Time for 3 million nums (s)
double float unsigned
int
DRand48Engine OPSO, OQSO, DNA
6.31 7.37 8.25
DualRand None 6.61 5.11 4.78
Hurd160Engine Minimum Distance
4.73 3.27 2.95
Hurd288Engine None 4.97 3.24 2.92
JamesEngine Minimum Distance
5.98 5.26 7.08
MTwistEngine None 6.76 3.94 3.65
RandEngine Binary Rank for 6x8
OPSO, OQSO, DNA
Count the 1's in a stream
Count the 1's for specific bytes
4.6 4.85 3.12
RanecuEngine None 12.5 10.98 8.48
RanluxEngine
luxury level 0
Birthday Spacings Test
Minimum Distance
CRAPS Test
4.62 4.55 6.44
RanluxEngine
luxury level 1
Minimum Distance
6.68 6.55 8.47
RanluxEngine
luxury level 2
None 11.09 11.39 12.49
RanluxEngine
luxury level 3
None 21.79 21.88 22.82
RanluxEngine
luxury level 4
None 36.48 36.86 38.28
Ranlux64Engine
luxury level 0
None 24.39 24.71 25.01
Ranlux64Engine
luxury level 1
None 41.84 41.33 41.9
Ranlux64Engine
luxury level 2
None 77.26 76.97 78.26
RanshiEngine None 4.89 2.49 2.18
TripleRand None 8.72 7.42 7.52

CLHEP Random Validation - ZOOM CLHEP Distribution Page
ZOOM Home Page - Fermilab at Work - Fermilab Home


Mark Fischler
Last Modified:August 07, 1998