GNU Scientific Library – Reference Manual: Random Number References and Further Reading

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### 18.14 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 in the file `handsim.ps`.

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/