Random number generation and simulation on vector and parallel computers

DOI10.1007/BFB0057835MaRDI QIDQ4251964zbMATH OpenFDO

Authors Richard P. Brent

Publication date 18 January 2000

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BFB0057835

zbMATH Keywords

parallel computerspseudorandom numbersrandom number generatorssequential tests

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

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Cited in

(28)

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• Parallel processing of random number generation for Monte Carlo turbulence simulation
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• Pseudorandom number generators for supercomputers and classical computers: A practical introduction
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• A fast random number generator for the Intel Paragon supercomputer
• A Fortran 90 interface to random number generation
• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• Using rngstreams for parallel random number generation in C++ and R
• RNGAVXLIB: program library for random number generation, AVX realization
• scientific article; zbMATH DE number 1728467 (Why is no real title available?)
• Novel approaches in generating random numbers using graphics processing unit
• A strategy for parallel implementations of stochastic Lagrangian simulation
• Parallel algorithm for pseudorandom numbers generation
• Random Number Generators on Vector Supercomputers and Other Advanced Architectures
• SIMD-oriented fast Mersenne twister: a 128-bit pseudorandom number generator
• scientific article; zbMATH DE number 3956302 (Why is no real title available?)
• scientific article; zbMATH DE number 1251238 (Why is no real title available?)
• Parallel realization of statistical simulation and random number generators
• A fast algorithm for testing reducibility of trinomials mod~2 and some new primitive trinomials of degree 3021377
• scientific article; zbMATH DE number 822310 (Why is no real title available?)
• scientific article; zbMATH DE number 833679 (Why is no real title available?)
• Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach
• Normal (Gaussian) random variables for supercomputers
• Parallel random number generator for inexpensive configurable hardware cells
• Random number generators for parallel processors
• A class of parallel random number generators
• Uniform random number generators for parallel computers

Describes a project that uses

Uses Software

• RANLUX

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