jeudi 18 juillet 2019

Dieharder random test suite - suspiciously good results

I generated a txt file based on the following generator (2500000 numbers)

import numpy as np

class LCG(object):

    UZERO: np.uint32 = np.uint32(0)
    UONE : np.uint32 = np.uint32(1)

    def __init__(self, seed: np.uint32, a: np.uint32, c: np.uint32) -> None:
        self._seed: np.uint32 = np.uint32(seed)
        self._a   : np.uint32 = np.uint32(a)
        self._c   : np.uint32 = np.uint32(c)

    def next(self) -> np.uint32:
        self._seed = self._a * self._seed + self._c
        return self._seed

    def seed(self) -> np.uint32:
        return self._seed

    def set_seed(self, seed: np.uint32) -> np.uint32:
        self._seed = seed

    def skip(self, ns: np.int32) -> None:
        """
        Signed argument - skip forward as well as backward

        The algorithm here to determine the parameters used to skip ahead is
        described in the paper F. Brown, "Random Number Generation with Arbitrary Stride,"
        Trans. Am. Nucl. Soc. (Nov. 1994). This algorithm is able to skip ahead in
        O(log2(N)) operations instead of O(N). It computes parameters
        A and C which can then be used to find x_N = A*x_0 + C mod 2^M.
        """

        nskip: np.uint32 = np.uint32(ns)

        a: np.uint32 = self._a
        c: np.uint32 = self._c

        a_next: np.uint32 = LCG.UONE
        c_next: np.uint32 = LCG.UZERO

        while nskip > LCG.UZERO:
            if (nskip & LCG.UONE) != LCG.UZERO:
                a_next = a_next * a
                c_next = c_next * a + c

            c = (a + LCG.UONE) * c
            a = a * a

            nskip = nskip >> LCG.UONE

        self._seed = a_next * self._seed + c_next


#%%
np.seterr(over='ignore')

a = np.uint32(1664525)
c = np.uint32(1013904223)
seed = np.uint32(1)

rng = LCG(seed, a, c)
q = [rng.next() for _ in range(0, 2500000)]

I saved the file using this code:

First cell

%%capture cap --no-stderr
print(q)

Second cell

with open('output5.txt', 'w') as f:
    f.write(cap.stdout)

Then I used the Diehard suite to carry out the tests in the following way:

dieharder -f output5.txt -a

I'm not sure if the tests are actually running on my txt file and whether my txt file is right. The sample of 2.5 million numbers is about 30mb.

I'm surprised that all tests are going well.

Below is the result in the terminal.

I'm confused because the name is MT19937 - this is not my name and the file is "output5.txt" is my file. I do not know if the tests are performed on my file

enter image description here




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