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

Tue, 01 Jul 2014 00:57:04 GMT

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 Mersenne twisters. It is the only simple way to get parallel streams, and it didn't exist just a few years ago. You still need to be careful in various ways, but this helps a lot. A lot, a lot. [1] http://arxiv.org/pdf/1307.5866.pdf

Paper and discussion history. A mention is not an endorsement.

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

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