Uniform Random Number Generators forVector and Parallel Computers Richard
نویسنده
چکیده
We consider the requirements for uniform pseudo-random number generators on modern vector and parallel machines; consider the pros and cons of various popular classes of methods and some new methods; and outline what is currently available. We then make a proposal for a class of random number generators which have good statistical properties and can be implemented eeciently on vector processors and parallel machines. A proposal regarding initialization of these generators is made. We also discuss the results of a trial implementation on a Fujitsu VP 2200/10 vector processor.
منابع مشابه
Random Number Generation and Simulation on Vector and Parallel Computers (extended Abstract) Rpb185 Typeset Using L a T E X2e 2
Pseudo-random numbers are often required for simulations performed on parallel computers. The requirements for parallel random number generators are more stringent than those for sequential random number generators. As well as passing the usual sequential tests on each processor, a parallel random number generator must give diierent, independent sequences on each processor. We consider the requ...
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