NDLI: Algorithm 806: SPRNG: a scalable library for pseudorandom number generation

Content Provider	ACM Digital Library
Author	Mascagni, Michael Srinivasan, Ashok
Copyright Year	2000
Abstract	In this article we present background, rationale, and a description of the Scalable Parallel Random Number Generators (SPRNG) library. We begin by presenting some methods for parallel pseudorandom number generation. We will focus on methods based on parameterization, meaning that we will not consider splitting methods such as the leap-frog or blocking methods. We describe, in detail, parameterized versions of the following pseudorandom number generators: (i) linear congruential generators, (ii) shift-register generators, and (iii) lagged-Fibonacci generators. We briefly describe the methods, detail some advantages and disadvantages of each method, and recount results from number theory that impact our understanding of their quality in parallel applications. SPRNG was designed around the uniform implementation of different families of parameterized random number generators. We then present a short description of SPRNG. The description contained within this document is meant only to outline the rationale behind and the capabilities of SPRNG. Much more information, including examples and detailed documentation aimed at helping users with putting and using SPRNG on scalable systems is available at htt;//sprng.sc.fsu.edu. In this description of SPRNG we discuss the random-number generator library as well as the suite of tests of randomness that is an integral part of SPRNG. Random-number tools for parallel Monte Carlo applications must be subjected to classical as well as new types of empirical tests of randomness to eliminate generators that show defects when used in scalable envionments.
Starting Page	436
Ending Page	461
Page Count	26
File Format	PDF
ISSN	00983500
e-ISSN	15577295
DOI	10.1145/358407.358427
Volume Number	26
Issue Number	3
Journal	ACM Transactions on Mathematical Software (TOMS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2000-09-01
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Lagged-Fibonacci generator Linear congruential generator Parallel random-number generators Random-number software Random-number tests
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Software

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Corrigendum: Algorithm 806: SPRNG: a scalable library for pseudorandom number generation

Sprng: a scalable library for pseudorandom number generation (1998).

SPRNG: A Scalable Library for Pseudorandom Number Generation (2000)

Some Methods Of Parallel Pseudorandom Number Generation (1997)

Hardware acceleration of parallel lagged-Fibonacci pseudo random number generation (2006)

Bad subsequences of well-known linear congruential pseudorandom number generators

Template Library for Multi-GPU Pseudorandom Number Recursion-based Generators

Pseudorandom Bit Generation Using Coupled Congruential Generators

Inversive and linear congruential pseudorandom number generators in empirical tests

Algorithm 806: SPRNG: a scalable library for pseudorandom number generation

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Corrigendum: Algorithm 806: SPRNG: a scalable library for pseudorandom number generation

Sprng: a scalable library for pseudorandom number generation (1998).

SPRNG: A Scalable Library for Pseudorandom Number Generation (2000)

Some Methods Of Parallel Pseudorandom Number Generation (1997)

Hardware acceleration of parallel lagged-Fibonacci pseudo random number generation (2006)

Bad subsequences of well-known linear congruential pseudorandom number generators

Template Library for Multi-GPU Pseudorandom Number Recursion-based Generators

Pseudorandom Bit Generation Using Coupled Congruential Generators

Inversive and linear congruential pseudorandom number generators in empirical tests

Algorithm 806: SPRNG: a scalable library for pseudorandom number generation