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Parallel random number generators, testing

We shall focus here on developments caused by widespread use of parallel computers to perform Monte Carlo calculations. Our impression is that individual users are porting random number generators to parallel computers in an ad hoc fashion, possibly unaware of some of the issues that come to the fore when massive calculations are performed. Parallel algorithms can probe other qualities of random number generators such as interprocess correlation. A recent review covers parallel random number generation in somewhat more depth [12]. The interested reader can also refer to Refs. 13-17 for work related to parallel random number generation and testing. [Pg.15]

We have recently developed a library implementing several of the parallel random number generators and statistical tests of them on the most widely available multiprocessor computers. Documentation and software are available at... [Pg.16]

We now mention some tests of parallel random number generators. [Pg.29]

IV. Testing Random Number Generators A. Parallel Tests... [Pg.14]


See other pages where Parallel random number generators, testing is mentioned: [Pg.29]    [Pg.16]    [Pg.31]    [Pg.265]    [Pg.199]    [Pg.321]    [Pg.444]   


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