375 research outputs found
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
Pseudorandom number generators for supercomputers and classical computers: A practical introduction.
Analysis of Random Number Generators Using Monte Carlo Simulation
Revisions are almost entirely in the introduction and conclusion. Results are
unchanged, however the comments and recommendations on different generators
were changed, and more references were added.Comment: Email: [email protected] 16 pages, Latex with 1 postscript figure.
NPAC technical report SCCS-52
Pseudorandom number generation on supercomputers
Random Walks;Supercomputer;computer science
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
Pseudorandom number generators revisited
Statistical Methods;mathematische statistiek
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
Hurst's Rescaled Range Statistical Analysis for Pseudorandom Number Generators used in Physical Simulations
The rescaled range statistical analysis (R/S) is proposed as a new method to
detect correlations in pseudorandom number generators used in Monte Carlo
simulations. In an extensive test it is demonstrated that the RS analysis
provides a very sensitive method to reveal hidden long run and short run
correlations. Several widely used and also some recently proposed pseudorandom
number generators are subjected to this test. In many generators correlations
are detected and quantified.Comment: 12 pages, 12 figures, 6 tables. Replaces previous version to correct
citation [19
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