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