Document Type
Working Paper
Date
1997
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.
Recommended Citation
Coddington, Paul D., "Random Number Generators for Parallel Computers" (1997). Northeast Parallel Architecture Center. 13.
https://surface.syr.edu/npac/13
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.
