Implementation of a portable and reproducible parallel pseudorandom number generator
Conference
·
OSTI ID:87637
The authors describe in detail the parallel implementation of a family of additive lagged-Fibonacci pseudorandom number generators. The theoretical structure of these generators is exploited to preserve their well-known randomness properties and to provide a parallel system in of distinct cycles. The algorithm presented here solves the reproducibility problem for a far larger class of parallel Monte Carlo applications than has been previously possible. In particular, Monte Carlo applications that undergo ``splitting`` can be coded to be reproducible, independent both of the number of processors and the execution order of the parallel processes. A library of portable C routines (available from the authors) that implements these ideas is also described.
- OSTI ID:
- 87637
- Report Number(s):
- CONF-941118--; ISBN 0-8186-6605-6
- Country of Publication:
- United States
- Language:
- English
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