HPC-Netlib

High Performance Math Software


SPRNG

Abstract
Monte Carlo calculations consume a large fraction of all supercomputing cycles. The accuracy of these computations is critically influenced by the quality of the random number generators used. While the issue of random number generation in sequential calculations has been well studied, albeit on less powerful computers, there has been comparatively less work done in the context of parallel Monte Carlo applications. SPRNG seeks to fill this gap by implementing parallel random number generators that satisfy certain requirements.
DateOfInformation
Wed Jul 8 14:07:43 1998
Domain
Numerical Programs and Routines!Miscellaneous
Name
SPRNG
TargetEnvironment
Go here - http://www.ncsa.uiuc.edu/Apps/CMP/RNG/www/platforms.html
TitleLine
a set of libraries for scalable and portable pseudorandom number generation
Version
1.0
Webpage
http://www.ncsa.uiuc.edu/Apps/SPRNG/
ContactIs
Ashok Srinivasan

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