Uniform random number generators for supercomputers
132. R. P. Brent,
Uniform random number generators for supercomputers,
Proc. Fifth Australian Supercomputer Conference,
Melbourne, December 1992, 95-104.
Also Technical Report TR-CS-92-02, March 1992, 16 pp.
We consider the requirements for uniform pseudo-random number
generators on modern
vector and parallel supercomputers,
consider the pros and cons of various classes of methods,
and outline what is currently available.
We propose a class of random number generators which have good statistical
properties and can be implemented efficiently on vector processors
and parallel machines.
A good method for initialization of these generators is described, and
an implementation on a Fujitsu VP 2200/10 vector processor is discussed.
Related theory is given in .
Other papers relevant to random number generation are
Fortran 77 implementations of some uniform and normal random number
generators are available here.
Sec. 8 of the paper describes an implementation of the "fast jump ahead"
idea (using arithmetic modulo the generating polynomial) which was recently
rediscovered by Haramoto, Matsumoto, Nishimura, Panneton and L'Ecuyer
[INFORMS Journal on Computing 20, 3, Summer 2008, 385-390, DOI:
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