A Comparative Study of Some Pseudorandom Number Generators

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional statistical tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of the various test methods. This information provides the best available criterion to choose the best possible generator for a given problem. However, in light of recent problems reported with some of these generators, we also discuss the importance of developing more refined physical tests to find possible correlations not revealed by the present test methods.Comment: University of Helsinki preprint HU-TFT-93-22 (minor changes in Tables 2 and 7, and in the text, correspondingly

Report from the MPP Working Group to the NASA Associate Administrator for Space Science and Applications

NASA's Office of Space Science and Applications (OSSA) gave a select group of scientists the opportunity to test and implement their computational algorithms on the Massively Parallel Processor (MPP) located at Goddard Space Flight Center, beginning in late 1985. One year later, the Working Group presented its report, which addressed the following: algorithms, programming languages, architecture, programming environments, the way theory relates, and performance measured. The findings point to a number of demonstrated computational techniques for which the MPP architecture is ideally suited. For example, besides executing much faster on the MPP than on conventional computers, systolic VLSI simulation (where distances are short), lattice simulation, neural network simulation, and image problems were found to be easier to program on the MPP's architecture than on a CYBER 205 or even a VAX. The report also makes technical recommendations covering all aspects of MPP use, and recommendations concerning the future of the MPP and machines based on similar architectures, expansion of the Working Group, and study of the role of future parallel processors for space station, EOS, and the Great Observatories era

A Portable High-Quality Random Number Generator for Lattice Field Theory Simulations

The theory underlying a proposed random number generator for numerical simulations in elementary particle physics and statistical mechanics is discussed. The generator is based on an algorithm introduced by Marsaglia and Zaman, with an important added feature leading to demonstrably good statistical properties. It can be implemented exactly on any computer complying with the IEEE--754 standard for single precision floating point arithmetic.Comment: pages 0-19, ps-file 174404 bytes, preprint DESY 93-13

Generalized Portable SHMEM library for high performance computing

The Generalized Portable SHMEM library (GPSHMEM) is a portable implementation of the SHMEM library originally released by Cray Research Inc. on the Cray T3D. SHMEM and GPSHMEM realize the distributed shared memory programming model, that is, a shared memory programming model in environments in which memory is physically distributed. It is intended for use on a large variety of hardware platforms, including distributed systems with a network interconnect. The programming interface of GPSHMEM follows that of SHMEM and includes remote memory access operations (one-sided communication) and a set of collective routines such as broadcast, collection and reduction. Programming interfaces for C and Fortran are provided. Because of the minimal assumptions about the underlying hardware, GPSHMEM does not implement the full SHMEM T3D interface. The lack of a few functions is compensated by a set of extensions, including dynamic memory allocation for Fortran 77. To ease porting of SHMEM-enabled scientific Fortran 77 code from the Cray machines to use with GPSHMEM, a specialized Fortran 77 preprocessor was designed and developed