Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers

DOI10.1016/J.CPC.2013.03.019MaRDI QIDQ310312zbMATH OpenOpenAlexFDO

Authors Gleb Beliakov, D. Creighton, M. Johnstone, T. Wilkin

Publication date 8 September 2016

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2013.03.019

zbMATH Keywords

random number generationnormal numberslinear congruential generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

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Cites work

• scientific article; zbMATH DE number 2002843 (Why is no real title available?)
• scientific article; zbMATH DE number 954401 (Why is no real title available?)
• Class library ranlip for multivariate nonuniform random variate generation
• Close-Point Spatial Tests and Their Application to Random Number Generators
• Improving random number generators in the Monte Carlo simulations via twisting and combining
• Normal numbers and pseudorandom generators
• Parallel use of multiplicative congruential random number generators
• TestU01
• Uniform random number generation

Cited in

(2)

• Acceleration of linear congruent generators
• An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units

Describes a project that uses

Uses Software

• BCNRandom

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