Using rngstreams for parallel random number generation in C++ and R

DOI10.1007/s00180-014-0492-3zbMath1306.65078arXiv1403.7645OpenAlexW2057085370MaRDI QIDQ2259788

Yanyan Li

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.7645

zbMATH Keywords

MPIOpenMPmulticoreRStream

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10)

Related Items (2)

Efficient Ranking and Selection in Parallel Computing Environments ⋮ Random numbers for parallel computers: requirements and methods, with emphasis on gpus

Uses Software

• R
• SPRNG
• Snow
• OMNet++
• MersenneTwister
• MPI
• RngSteam
• ltm
• TestU01
• multicore
• snow
• RngStreams
• rstream
• MRG32k3a
• RngStreams

Cites Work

• Unnamed Item
• Long-range correlations in linear and non-linear random number generators
• Parallelization of random number generators and long-range correlations
• Hands-on tutorial for parallel computing with R
• Monte Carlo and quasi-Monte Carlo sampling
• Pseudo-random numbers for comparative Monte Carlo calculations
• Efficient Jump Ahead for 𝔽₂-Linear Random Number Generators
• TestU01
• Structural Properties for Two Classes of Combined Random Number Generators
• Mersenne twister
• Combined Multiple Recursive Random Number Generators
• On the CRAY-System Random Number Generator
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Common defects in initialization of pseudorandom number generators

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