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Rank of 32x32 Binary Matrices Test

Test Purpose
The test evaluates the randomness of 32-bit groups of 32 sequential random numbers of the integer output. The stable response is the rank of the binary matrix composed of the random numbers. The test performs iterations for all possible 32-bit groups of bits (0-31, 1-32,...) for the generators with the bit precision of more than 32 bits.
First Level Test
The first level test selects, with
s
fixed, groups of bits
bs
,
bs
+1
, ...,
bs
+31
from each element of the integer output. Then it forms a binary matrix 32x32 in size from these 32 groups. The first level test composes 40000 of such matrices out of sequential elements of the integer output of the generator.
Then the test computes the number of matrices with the rank of: 32, 31, 30, or less than 30. The following table shows the probability of these ranks in a truly random sequence:
Rank
Probability in a Truly Random Sequence
32
0.289
31
0.578
30
0.128
<30
0.005
Therefore, the test divides all possible matrix ranks into four groups. The test makes a V statistics with a chi-square distribution with three degrees of freedom for these three groups. Then the first level test applies the chi-square goodness-of-fit test to the groups. The testing result is the p-value.
In the table below, NB stands for the number of bits required to represent a random number in integer arithmetic, WS stands for the machine word size, in bits, used in integer random number generation.
Note
The acceptable values of 0 £
s
£ NB - 32 are specific for each BRNG. The test cannot be applied to the WH generator as each element of this generator is only 24-bit. The test cannot be applied to the MCG31 generator as each element of this generator is only 31-bit.
BRNG
Integer Output Interpretation
MCG31m1
Array of 32-bit integers. Each 32-bit integer uses the following bits:
 0-30. NB=31, WS=32.
R250
Array of 32-bit integers. Each 32-bit integer uses the following bits:
 0-31. NB=32, WS=32.
MRG32k3a
Array of 32-bit integers. Each 32-bit integer uses the following bits:
 0-31. NB=32, WS=32. 
MCG59
Array of 64-bit integers. Each 64-bit integer uses the following bits:
 0-58. NB=59, WS=64. 
WH
Array of quadruples of 32-bit integers. Each 32-bit integer uses the following bits:
0-23. NB=24, WS=32.
MT19937
Array of 32-bit integers. Each 32-bit integer uses the following bits:
0-31. NB=32, WS=32. 
MT2203
Array of 32-bit integers. Each 32-bit integer uses the following bits:
0-31. NB=32, WS=32. 
SFMT19937
Array of quadruples of 32-bit integers. Each 32-bit integer uses the following bits:
0-31. NB=32, WS=32. 
PHILOX4X32X10
Array of 32-bit integers. Each 32-bit integer uses the following bits:
0-31. NB=32, WS=32. 
ARS5
Array of 32-bit integers. Each 32-bit integer uses the following bits:
0-31. NB=32, WS=32. 
The test selects only NB of lower bits from each WS-bit integer to form a bit sequence.
Second Level Test
The second level test performs the first level test ten times for the fixed
s
. The result is the set of p-values
pj
,
j
= 1, 2, ..., 10.The test applies the Kolmogorov-Smirnov goodness-of-fit test with Anderson-Darling statistics to the obtained set of
pj
,
j
= 1, 2, ..., 10. If the resulting p-value is
p
< 0.05 or
p
> 0.95, the test fails for the
s
.
Final Result Interpretation
The second level test performs ten times for each 0 £
s
£ NB - 32. The test computes the FAIL percentage of the failed second level tests. The final result is the minimal percentage of the failed tests FAIL = min(FAIL
0
, FAIL
1
, ..., FAIL
NB-32
) for 0 £
s
£ NB - 32. The acceptable result is the value of FAIL < 50%. Therefore the test indicates whether it is possible to single out at least 32 random bits out of each element of generator integer output such that 32 random numbers of 32 bits each have a random enough behavior under this particular test.
Tested Generators
Function Name
Application
vsRngUniform
not applicable
vdRngUniform
not applicable
viRngUniform
not applicable
viRngUniformBits
applicable

Product and Performance Information

1

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Notice revision #20110804