Notes for oneMKL Vector Statistics

Developer Reference

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Birthday Spacing Test

Test Purpose
The test uses simulation to evaluate the randomness of groups of 24 sequential bits of the integer output of a BRNG. The test analyzes all possible groups of the kind, that is, for example, from 0 to 23 bit, from 1 to 24 bit, and so on.
First Level Test
The first level test selects at random
m
 = 210 ”birthdays” from a ”year” of
n
 = 224 days. Then the test computes the spacing between the birthdays for each pair of sequential birthdays. The test then uses the spacings to determine the
K
 value, that is, the number of pairs of sequential birthdays with the spacing of more than one day. In this case
K
 should have the distribution close to the Poisson distribution with the
l
 = 16 parameter. The first level test determines 200 values of
K
j
 (
j
 = 1, 2, ..., 200). To obtain the p-value
p
, the test applies the chi-square goodness-of-fit test to the determined values.
The integer output lists different interpretations for each BRNG. 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.
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:
0-32. 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 generates the dates of the birthdays in the following way:
  1. Selects the
    b
    s
    ,
    b
    s+1
    , ...,
    b
    s+23
     bits from the next WS-bit integer of the integer output of
    viRngUniformBits
     .
  2. Treats the selected bits as a 24-bit integer, that is, the number of the date on which the next birthday takes place and thus generates a birthday.
  3. The test performs the steps 1 and 2
    m
     times to generate
    m
     birthdays taken that the year consists of
    n
     days. The legitimate values
    s
     are different for each base generator (see the table above):  0 £
    s
     £ NB - 24.
Second Level Test
The second level test performs the first level test ten times for the fixed
s
. 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 given
s
.
Final Result Interpretation
The second level test performs ten times for each 0 £
s
 £ NB - 24. The test computes the FAILs percentage for the failed second level tests. The final result is the minimal percentage of the failed tests FAIL = min(FAIL
0
, FAIL
1
, ..., FAIL
NB-24
) for 0 £
s
 £ NB - 24. The applicable result is the value of FAIL < 50%. Thus, the test determines if it is possible to select 24 random bits from every element of the integer output of the generator.
  1. The integer output for the WH generator is the quadruples of the 32-bits values (
    x
    i
    ,
    y
    i
    ,
    z
    i
    ,
    w
    i
    ). In each 32-bit value only the lower 24 bits are significant.
  2. The second level test performs ten times for the
    x
    i
     element. Then the test computes the FAIL
    x
     percentage the failed second level tests.
  3. The second level test performs ten times for the
    y
    i
    . Then the test computes the FAIL
    y
     percentage for the failed second level tests.
  4. The test performs the same procedure to compute the FAIL
    z
     and FAIL
    w
     values.
The final result is the minimal percentage of the failed tests FAIL = min(FAIL
x
, FAIL
y
, FAIL
z
, FAIL
w
). The acceptable result is the value of FAIL < 50%.
The test determines if it is possible to select 24 random bits from the fixed element
x, y, z
 or
w
 for each element of the integer output of the generator.
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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