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Uniform random number generators for supercomputers

Brent, Richard P

Description

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...[Show more]

dc.contributor.authorBrent, Richard P
dc.date.accessioned2003-07-11
dc.date.accessioned2004-05-19T12:57:37Z
dc.date.accessioned2011-01-05T08:52:38Z
dc.date.available2004-05-19T12:57:37Z
dc.date.available2011-01-05T08:52:38Z
dc.date.created1992
dc.identifier.urihttp://hdl.handle.net/1885/40805
dc.identifier.urihttp://digitalcollections.anu.edu.au/handle/1885/40805
dc.description.abstractWe 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.
dc.format.extent174710 bytes
dc.format.extent356 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/octet-stream
dc.language.isoen_AU
dc.subjectpseudo-random number generators
dc.subjectvector supercomputers
dc.subjectparallel supercomputers
dc.subjectFujitsu VP 2200/10
dc.subjectlinear congruential generators
dc.subjectFibonacci numbers
dc.subjectvectorization
dc.subjectinitialization
dc.titleUniform random number generators for supercomputers
dc.typeWorking/Technical Paper
local.description.refereedno
local.identifier.citationmonthmar
local.identifier.citationyear1992
local.identifier.eprintid1661
local.rights.ispublishedyes
dc.date.issued1992
local.contributor.affiliationANU
local.contributor.affiliationDepartment of Computer Science, FEIT
local.citationTR-CS-92-02
CollectionsANU Research Publications

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