Document Type

Working Paper

Date

1997

Embargo Period

9-2011

Keywords

parallelism, random number generators, algorithms, rondomness properties, review of random number generators

Language

English

Disciplines

Computer Sciences

Description/Abstract

Random number generators are used in many applications, from slot machines to simulations of nuclear reactors. For many computational science applications, such as Monte Carlo simulation, it is crucial that the generators have good randomness properties. This is particularly true for large-scale simulations done on high-performance parallel computers. Good random number generators are hard to find, and many widely-used techniques have been shown to be inadequate. Finding high-quality, efficient algorithms for random number generation on parallel computers is even more difficult. Here we present a review of the most commonly-used random number generators for parallel computers, and evaluate each generator based on theoretical knowledge and empirical tests. In conclusion, we provide recommendations for using random number generators on parallel computers.

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