This document includes a conceptual overview of random number generation problems and the product capabilities, with the focus on interpretation of results and the related figures of merit of VS Random Number Generators (RNGs). In contrast to the
Intel® oneAPI Math Kernel Library Reference Manual
, VS Notes expand on the concept of random number generation and its application. The document provides extensive comparative analysis of the library generators and describes the basic tests applied. Apart from the VS distribution generators and service subroutines, the VS Notes describe testing of distribution generators.