A fast vectorised implementation of Wallace's normal random number generator
Description
Wallace has proposed a new class of pseudo-random generators for normal variates. These generators do not require a stream of uniform pseudo-random numbers, except for initialisation. The inner loops are essentially matrix-vector multiplications and are very suitable for implementation on vector processors or vector/parallel processors such as the Fujitsu VPP300. In this report we outline Wallace's idea, consider some variations on it, and describe a vectorised implementation RANN4 which is...[Show more]
Collections | ANU Research Publications |
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Date published: | 1997 |
Type: | Working/Technical Paper |
URI: | http://hdl.handle.net/1885/40756 http://digitalcollections.anu.edu.au/handle/1885/40756 |
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File | Description | Size | Format | Image |
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TR-CS-97-07.pdf | 220.29 kB | Adobe PDF | ![]() |
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