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Title: Efficient reversible uniform and non-uniform random number generation in UNU.RAN

Abstract

Reversible random number generations are useful in large-scale fault-tolerant parallel computations and parallel discrete event simulations that are based on reversible computation. The Universal Non-Uniform Random Number Generator (UNU.RAN) is one of the popular random number generators used in the simulation community, but the generators are forward-only in nature. In this paper, we develop new reverse algorithm for the default uniform random number generator algorithm of UNU.RAN and also a few nonuniform random generators that use the Transform Density Reduction (TDR) method. We verify the correctness of reversals of our algorithms and also provide performance results to demonstrate reverse computing runtime adds little overheads relative to its forward counterpart.

Authors:
ORCiD logo [1]; ORCiD logo [1]
  1. ORNL
Publication Date:
Research Org.:
Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
Sponsoring Org.:
USDOE
OSTI Identifier:
1468255
DOE Contract Number:  
AC05-00OR22725
Resource Type:
Conference
Resource Relation:
Conference: Spring Simulation Multi-Conference 2018 - Baltimore, Maryland, United States of America - 4/15/2018 8:00:00 AM-4/18/2018 8:00:00 AM
Country of Publication:
United States
Language:
English

Citation Formats

Yoginath, Srikanth B., and Perumalla, Kalyan R S. Efficient reversible uniform and non-uniform random number generation in UNU.RAN. United States: N. p., 2018. Web.
Yoginath, Srikanth B., & Perumalla, Kalyan R S. Efficient reversible uniform and non-uniform random number generation in UNU.RAN. United States.
Yoginath, Srikanth B., and Perumalla, Kalyan R S. Sun . "Efficient reversible uniform and non-uniform random number generation in UNU.RAN". United States. https://www.osti.gov/servlets/purl/1468255.
@article{osti_1468255,
title = {Efficient reversible uniform and non-uniform random number generation in UNU.RAN},
author = {Yoginath, Srikanth B. and Perumalla, Kalyan R S},
abstractNote = {Reversible random number generations are useful in large-scale fault-tolerant parallel computations and parallel discrete event simulations that are based on reversible computation. The Universal Non-Uniform Random Number Generator (UNU.RAN) is one of the popular random number generators used in the simulation community, but the generators are forward-only in nature. In this paper, we develop new reverse algorithm for the default uniform random number generator algorithm of UNU.RAN and also a few nonuniform random generators that use the Transform Density Reduction (TDR) method. We verify the correctness of reversals of our algorithms and also provide performance results to demonstrate reverse computing runtime adds little overheads relative to its forward counterpart.},
doi = {},
journal = {},
number = ,
volume = ,
place = {United States},
year = {2018},
month = {4}
}

Conference:
Other availability
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