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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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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):49 Random number generators on vector supercomputers and other .. (context) - Anderson - 1990
35 Efficient and portable combined random number generators (context) - L'Ecuyer - 1988
19 the Periods of Generalized Fibonacci Recurrences - Brent - 1992
7 Quasirandom number sequences from a longperiod TLP generator.. (context) - Bright, Enison - 1979
6 Uniform Random Number Generators for Vector and Parallel Com.. - Brent - 1992
5 Algorithm 488: A Gaussian pseudo-random number generator (G5 (context) - Brent - 1974
2 Proceedings of the Second Fujitsu-ANU CAP Workshop (context) - Brent, CAP et al. - 1991
The graph only includes citing articles where the year of publication is known.
Documents on the same site (http://cs.anu.edu.au/techreports/1992/index.html): More
On Computing Factors of Cyclotomic Polynomials - Brent (1992) (Correct)
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