Random Number Generators for Parallel Computers
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Paul D. Coddington
paulc@npac.syr.edu
Northeast Parallel Architectures Center
111 College Place
Syracuse University
Syracuse, NY 13244-4100
U.S.A.
Version 1.1
28 April 1997
Abstract
Random number generators are used in many applications, from slot machines
to simulations of nuclear reactors.
For many computational science applications, such as Monte Carlo simulation,
it is crucial that the generators have good randomness properties.
This is particularly true for large-scale
simulations done on high-performance parallel computers.
Good random number generators are hard to find, and
many widely-used techniques have been shown to be inadequate.
Finding high-quality, efficient algorithms for random number generation on
parallel computers is even more difficult.
Here we present a review of the most commonly-used random number
generators for parallel computers, and evaluate each generator based on
theoretical knowledge and empirical tests.
In conclusion, we provide recommendations for using random number generators
on parallel computers.
Copyright © 1996
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Paul Coddington, paulc@npac.syr.edu