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Re: [Bug-gsl] Wrong algorithm in gsl_rng_r250


From: Brian Gough
Subject: Re: [Bug-gsl] Wrong algorithm in gsl_rng_r250
Date: Wed, 5 May 2004 17:57:35 +0100

Andreas Schneider writes:
 > The documentation claims that gsl_rng_r250 does
 > 
 >    x_n = x_{n-103} ^ x_{n-250},
 > 
 > but actually the implementation does
 > 
 >    x_n = x_{n-147} ^ x_{n-250}.
 > 
 > This error seems to be very common. It must have been introduced
 > long time ago.
 > 
 > I fed some data from both variants into Marsaglia's diehard and
 > found that the documented version is better in most tests. Thus the
 > error is probably in the implementation and the documentation is
 > right.

Thanks for the bug report.  I'll make a note of it in the BUGS file.

I have checked the original paper and there is a discrepancy there
between the source code and the paper itself.

-- 
Brian Gough




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