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Uniform random number generators for supercomputers

Brent, Richard P


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]

CollectionsANU Research Publications
Date published: 1992
Type: Working/Technical Paper


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