SPRNG: A SCALABLE LIBRARY FOR PSEUDORANDOM NUMBER GENERATION

MICHAEL MASCAGNI
1999 Recent Advances in Numerical Methods and Applications II  
In this article we outline some methods for parallel pseudorandom number generation. We will focus on methods based on parameterization, meaning that we will not consider splitting methods. We describe parameterized versions of the following pseudorandom number generators: (i) linear congruential generators, (ii) shift-register generators, and (iii) lagged-Fibonacci generators. We brie y describe the methods, detail some advantages and disadvantages of each method and recount results from
more » ... theory that impact our understanding of their quality i n parallel applications. Finally, w e present a short description of a scalable library for pseudorandom number generation, called SPRNG. The description contained within this document i s m e a n t only to outline the rationale behind and the capabilities of SPRNG. Much more information, including examples and detailed documentation aimed at helping users with putting and using SPRNG on scalable systems is available at the URL: http://www.ncsa.uiuc.edu/Apps/SPRNG.
doi:10.1142/9789814291071_0027 fatcat:dn65lmbo5be3nm4vgbhh7xq23a