Lagged-Fibonacci random number generators on parallel computers (Q1339227)

The paper discusses the parallel computation of the sequences of pseudorandom numbers defined by the recurrence formula \(x_ k= f(x_{k- p}, x_{k-q})\), where \(f\) denotes one of the operations \(+\), \(-\), \(*\), and bitwise exclusive or. Let \(w_{ij}\) be the \(j\)th number generated by the \(i\)th processor. If \(w_{ij}+ x_{i+jm}\) and \(m\) is very large the sequences generated by different processors do not overlap. Each processor can use the same recurrence formula if it is provided by proper initial values. The paper discusses an implementation of the (modified) initialization algorithm proposed by \textit{J. C. P. Miller} and \textit{D. J. S. Brown} [Comput. J. 9, 188-190 (1966; Zbl 0151.211)]. Timing results are given. The paper does not contain the full texts of programs.