RNGSSELIB: program library for random number generation, SSE2 realization

DOI10.1016/J.CPC.2011.03.022MaRDI QIDQ1943126zbMATH OpenOpenAlexFDO

Authors L. Shchur, Lev Yu. Barash

Publication date 15 March 2013

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

Full work available at URL https://arxiv.org/abs/1006.1235

zbMATH Keywords

algorithmMonte Carlonumerical examplespseudorandom numbersrandom number generationrandom numbersstatistical methodsstreaming SIMD extensions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Packaged methods for numerical algorithms (65Y15)

Abstract: The library RNGSSELIB for random number generators (RNGs) based upon the SSE2 command set is presented. The library contains realization of a number of modern and most reliable generators. Usage of SSE2 command set allows to substantially improve performance of the generators. Three new RNG realizations are also constructed. We present detailed analysis of the speed depending on compiler usage and associated optimization level, as well as results of extensive statistical testing for all generators using available test packages. Fast SSE implementations produce exactly the same output sequence as the original algorithms.

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Cites work

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Cited in

(7)

• RNGSSELIB
• Employing AVX vectorization to improve the performance of random number generators
• RNGAVXLIB: program library for random number generation, AVX realization
• SPRNG: A scalable library for pseudorandom number generation
• Security problems for a pseudorandom sequence generator based on the Chen chaotic system
• Geometric and statistical properties of pseudorandom number generators based on multiple recursive transformations
• Fast Random Number Generation Using 128-Bit Multimedia Extension Registers on Pentium Class Machines

Describes a project that uses

Uses Software

• SSE2
• TestU01

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