SPRNG: A SCALABLE LIBRARY FOR PSEUDORANDOM NUMBER GENERATION
Michael Mascagni · 1999
. In this article we outline some methods for parallel pseudorandom number generation. We will focus on methods based on parameterization, meaning that we will not consider splitting methods. We describe 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. Finally, we present a short description of a scalable library for pseudorandom number generation, called 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 the URL: http://www.ncs...