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Fast and Reliable Random Number Generators for Scientific Computing

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Book cover Applied Parallel Computing. State of the Art in Scientific Computing (PARA 2004)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3732))

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Abstract

Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and consider how to combine two or more generators to give a better (though usually slower) generator.

This work was supported in part by EPSRC grant GR/N35366.

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Author information

Authors and Affiliations

  1. Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford, OX1 3QD, UK

    Richard P. Brent

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  1. Richard P. Brent
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Editor information

Editors and Affiliations

  1. Computer Science Department, University of Tennessee, 37996-3450, Knoxville, TN, USA

    Jack Dongarra

  2. Department of Informatics and Mathematical Modelling, Technical University of Denmark, DK-2800, Lyngby, Denmark

    Kaj Madsen

  3. Informatics & Mathematical Modeling, Technical University of Denmark, DK-2800, Lyngby, Denmark

    Jerzy Waśniewski

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Brent, R.P. (2006). Fast and Reliable Random Number Generators for Scientific Computing. In: Dongarra, J., Madsen, K., Waśniewski, J. (eds) Applied Parallel Computing. State of the Art in Scientific Computing. PARA 2004. Lecture Notes in Computer Science, vol 3732. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11558958_1

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  • DOI: https://doi.org/10.1007/11558958_1

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-29067-4

  • Online ISBN: 978-3-540-33498-9

  • eBook Packages: Computer ScienceComputer Science (R0)

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