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Abstract: 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... (Update)
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20: Volume 2: Seminumerical Algorithms (context) - Knuth, of - 1981
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BibTeX entry: (Update)
Richard P. Brent. Uniform random number generators for supercomputers. In Proc. Fifth Australian Supercomputer Conference, pages 95--104, Melbourne, December 1992. http://citeseer.ist.psu.edu/article/brent92uniform.html More
@techreport{ brent92uniform,
author = "Richard P. Brent",
title = "Uniform Random Number Generators for Vector and Parallel Computers",
number = "TR-CS-92-02",
address = "{Canberra} 0200 {ACT}, {Australia}",
year = "1992",
url = "citeseer.ist.psu.edu/article/brent92uniform.html" }
Citations (may not include all citations):216 Volume 2: Seminumerical Algorithms (context) - Knuth, of et al. - 1981
170 Shift Register Sequences (context) - Golomb - 1967
87 Random number generators: good ones are hard to find (context) - Park, Miller - 1988 ACM DBLP
57 A current view of random number generators (context) - Marsaglia - 1985
49 Random number generators on vector supercomputers and other .. (context) - Anderson - 1990
43 A new class of random number generators (context) - Marsaglia, Zaman - 1991
38 A review of pseudorandom number generators (context) - James - 1990
35 Random numbers generated by linear recurrence modulo two (context) - Tausworthe - 1965
30 Random numbers fall mainly on the planes (context) - Marsaglia - 1968
28 Various techniques used in connection with random digits (context) - von Neumann - 1951
24 Matrices and the structure of random number sequences (context) - Marsaglia, Tsay - 1985
23 whose degree is a Mersenne exponent (context) - Kurita, Matsumoto et al. - 1991
23 Toward a universal random number generator (context) - Marsaglia, Zaman et al. - 1990
21 Primitive trinomials whose degree is a Mersenne exponent (context) - Zierler - 1969 DBLP
19 the Periods of Generalized Fibonacci Recurrences - Brent - 1992
19 Random number generators for MIMD parallel processors (context) - Percus, Kalos - 1989 ACM DBLP
15 Generalized feedback shift register pseudorandom number algo.. (context) - Lewis, Payne - 1973 ACM DBLP
14 Some vectorized random number generators for uniform, normal.. (context) - Petersen - 1988
12 Analysis of Additive Random Number Generators (context) - Reiser - 1977
10 Empirical tests of an additive random number generator (context) - Green, Smith et al. - 1959 ACM DBLP
9 Efficient and portable combined random number generators (context) - L'Ecuyer - 1988 ACM DBLP
8 A class of parallel random number generators (context) - De Mattheis, Pagnutti - 1990 DBLP
7 A random number generator for PC's (context) - Marsaglia, Narasimhan et al. - 1990
7 Parallelization of the Ising model and its performance evalu.. (context) - Heermann, Burkitt - 1990 DBLP
7 Quasirandom number sequences from a longperiod TLP generator.. (context) - Bright, Enison - 1979
7 On primitive trinomials (mod 2 (context) - Zierler, Brillhart - 1969
6 Uniform Random Number Generators for Vector and Parallel Com.. - Brent - 1992
5 A parallel Monte Carlo transport algorithm using a pseudo-ra.. (context) - Frederickson, Hiromoto et al. - 1987
5 Algorithm 488: A Gaussian pseudo-random number generator (G5 (context) - Brent - 1974
4 The k- distribution of generalized feedback shiftregister ps.. (context) - Fushimi, Tezuka - 1983
4 An exhaustive analysis of multiplicative conguential random .. (context) - Fishman, Moore - 1986
3 CAP Workshop (context) - Brent - 1991
3 RANDVP User Guide (context) - VP, Siemens et al. - 1992
The graph only includes citing articles where the year of publication is known.
Documents on the same site (http://web.comlab.ox.ac.uk/oucl/work/richard.brent/pub/pub132.html): More
Uniform Random Number Generators for Vector and Parallel Computers - Brent (1992) (Correct)
Uniform Random Number Generators for Supercomputers - Brent (1992) (Correct)
Uniform Random Number Generators for Vector and Parallel Computers - Brent (1992) (Correct)
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