Portable random number generators

Computers are deterministic devices, and a computer-generated random number is a contradiction in terms. As a result, computer-generated pseudorandom numbers are fraught with peril for the unwary. We summarize much that is known about the most well-known pseudorandom number generators: congruential generators. We also provide machine-independent programs to implement the generators in any language that has 32-bit signed integers-for example C, C++, and FORTRAN. Based on an extensive search, we provide parameter values better than those previously available.Programming (Mathematics) ; Computers

Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.Comment: 31 pages, 9 figures, 3 table

Pseudo-random number generator for the Sigma 5 computer

A technique is presented for developing a pseudo-random number generator based on the linear congruential form. The two numbers used for the generator are a prime number and a corresponding primitive root, where the prime is the largest prime number that can be accurately represented on a particular computer. The primitive root is selected by applying Marsaglia's lattice test. The technique presented was applied to write a random number program for the Sigma 5 computer. The new program, named S:RANDOM1, is judged to be superior to the older program named S:RANDOM. For applications requiring several independent random number generators, a table is included showing several acceptable primitive roots. The technique and programs described can be applied to any computer having word length different from that of the Sigma 5

Generation of pseudo-random numbers

Practical methods for generating acceptable random numbers from a variety of probability distributions which are frequently encountered in engineering applications are described. The speed, accuracy, and guarantee of statistical randomness of the various methods are discussed

Hardware Accelerated Scalable Parallel Random Number Generation

The Scalable Parallel Random Number Generators library (SPRNG) is widely used due to its speed, quality, and scalability. Monte Carlo (MC) simulations often employ SPRNG to generate large quantities of random numbers. Thanks to fast Field-Programmable Gate Array (FPGA) technology development, this thesis presents Hardware Accelerated SPRNG (HASPRNG) for the Virtex-II Pro XC2VP30 FPGAs. HASPRNG includes the full set of SPRNG generators and provides programming interfaces which hide detailed internal behavior from users. HASPRNG produces identical results with SPRNG, and it is verified with over 1 million consecutive random numbers for each type of generator. The programming interface allows a developer to use HASPRNG the same way as SPRNG. HASPRNG introduces 4-70 times faster execution than the original SPRNG. This thesis describes the implementation of HASPRNG, the verification platform, the programming interface, and its performance