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Fast normal random number generators for vector processors

Brent, Richard P

Description

We consider pseudo-random number generators suitable for vector processors. In particular, we describe vectorised implementations of the Box-Muller and Polar methods, and show that they give good performance on the Fujitsu VP2200. We also consider some other popular methods, e.g. the Ratio method and the method of Von Neumann and Forsythe, and show why they are unlikely to be competitive with the Polar method on vector processors.

dc.contributor.authorBrent, Richard P
dc.date.accessioned2003-07-10
dc.date.accessioned2004-05-19T12:56:45Z
dc.date.accessioned2011-01-05T08:43:45Z
dc.date.available2004-05-19T12:56:45Z
dc.date.available2011-01-05T08:43:45Z
dc.date.created1993
dc.identifier.urihttp://hdl.handle.net/1885/40791
dc.identifier.urihttp://digitalcollections.anu.edu.au/handle/1885/40791
dc.description.abstractWe consider pseudo-random number generators suitable for vector processors. In particular, we describe vectorised implementations of the Box-Muller and Polar methods, and show that they give good performance on the Fujitsu VP2200. We also consider some other popular methods, e.g. the Ratio method and the method of Von Neumann and Forsythe, and show why they are unlikely to be competitive with the Polar method on vector processors.
dc.format.extent128597 bytes
dc.format.extent356 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/octet-stream
dc.language.isoen_AU
dc.subjectpseudo-random number generators
dc.subjectBox-Muller method
dc.subjectPolar method
dc.subjectRatio method
dc.subjectVon Neumann and Forsythe method
dc.subjectGRAND
dc.titleFast normal random number generators for vector processors
dc.typeWorking/Technical Paper
local.description.refereedno
local.identifier.citationmonthmar
local.identifier.citationyear1993
local.identifier.eprintid1643
local.rights.ispublishedyes
dc.date.issued1993
local.contributor.affiliationANU
local.contributor.affiliationDepartment of Computer Science, FEIT
local.citationTR-CS-93-04
CollectionsANU Research Publications

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