HackerPapers

arXiv:1307.5866physics.comp-ph

RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility

L. Yu. Barash, L. N. Shchur

Early discovery. Linked by one identifiable commenter. This paper is outside the main ranking; a mention is not an endorsement.

Abstract

In this update, we present the new version of the random number generator (RNG) library RNGSSELIB, which, in particular, contains fast SSE realizations of a number of modern and most reliable generators \cite{RNGSSELIB1}. The new features are: i) Fortran compatibility and examples of using the library in Fortran; ii) new modern and reliable generators; iii) the abilities to jump ahead inside RNG sequence and to initialize up to $10^{19}$ independent random number streams with block splitting method.

arXiv comments
6 pages, 1 table
Journal reference
Computer Physics Communications 184 (2013) pp. 2367-2369
DOI
doi:10.1016/j.cpc.2013.04.007
Subjects
physics.comp-phComputational Physics cs.MSMathematical Software

On Hacker News

Linked by 1 identifiable commenter in 1 comment across 1 thread, from Jul 2014 to Jul 2014.

Comments linking this paper, per year.

Discussed in comments1 thread

  1. The Art of Computer Programming: Random Numbers 1 comment

    • Do the Monte Carlo people all know about Barash and Shchur's work? They made an RNGSSELIB and PRAND (using NVIDIA cards), but the main contribution is that they incorporated a new way to generate multiple streams not by re-seeding the generator but by skipping ahead, even with…

      adolgertView on HNParent context

Submitted to Hacker News

Connected through shared HN threads, not inferred similarity or a recommendation.