Uniform Random Number Generators for Supercomputers (1992)
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| Venue: | Proc. Fifth Australian Supercomputer Conference |
| Citations: | 26 - 11 self |
BibTeX
@INPROCEEDINGS{Brent92uniformrandom,
author = {Richard P. Brent},
title = {Uniform Random Number Generators for Supercomputers},
booktitle = {Proc. Fifth Australian Supercomputer Conference},
year = {1992},
pages = {95--104}
}
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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 vector processor is discussed. 1







