Fast and reliable random number generators for scientific computing

Richard P. Brent

doi:10.1007/11558958_1

Fast and reliable random number generators for scientific computing

Richard P. Brent^*

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

9 Citations (Scopus)

Abstract

Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and consider how to combine two or more generators to give a better (though usually slower) generator.

Original language	English
Title of host publication	Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers
Pages	1-10
Number of pages	10
DOIs	https://doi.org/10.1007/11558958_1
Publication status	Published - 2006
Externally published	Yes
Event	7th International Conference on Applied Parallel Computing, PARA 2004 - Lyngby, Denmark Duration: 20 Jun 2004 → 23 Jun 2004

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	3732 LNCS
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	7th International Conference on Applied Parallel Computing, PARA 2004
Country/Territory	Denmark
City	Lyngby
Period	20/06/04 → 23/06/04

Access to Document

10.1007/11558958_1

Cite this

Brent, R. P. (2006). Fast and reliable random number generators for scientific computing. In Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers (pp. 1-10). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 3732 LNCS). https://doi.org/10.1007/11558958_1

Brent, Richard P. / Fast and reliable random number generators for scientific computing. Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers. 2006. pp. 1-10 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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title = "Fast and reliable random number generators for scientific computing",

abstract = "Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and consider how to combine two or more generators to give a better (though usually slower) generator.",

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year = "2006",

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booktitle = "Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers",

note = "7th International Conference on Applied Parallel Computing, PARA 2004 ; Conference date: 20-06-2004 Through 23-06-2004",

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Brent, RP 2006, Fast and reliable random number generators for scientific computing. in Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 3732 LNCS, pp. 1-10, 7th International Conference on Applied Parallel Computing, PARA 2004, Lyngby, Denmark, 20/06/04. https://doi.org/10.1007/11558958_1

Fast and reliable random number generators for scientific computing. / Brent, Richard P.
Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers. 2006. p. 1-10 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 3732 LNCS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AB - Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and consider how to combine two or more generators to give a better (though usually slower) generator.

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T2 - 7th International Conference on Applied Parallel Computing, PARA 2004

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Brent RP. Fast and reliable random number generators for scientific computing. In Applied Parallel Computing - State of the Art in Scientific Computing - 7th International Conference, PARA 2004, Revised Selected Papers. 2006. p. 1-10. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/11558958_1

Fast and reliable random number generators for scientific computing

Abstract

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