Journal
MATHEMATICS AND COMPUTERS IN SIMULATION
Volume 135, Issue -, Pages 3-17Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.matcom.2016.05.005
Keywords
Random number generators; Multiple streams; Parallel computing; Simulation; Monte Carlo
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Funding
- NSERC-Canada [110050]
- Canada Research Chair
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We examine the requirements and the available methods and software to provide (or imitate) uniform random numbers in parallel computing environments. In this context, for the great majority of applications, independent streams of random numbers are required, each being computed on a single processing element at a time. Sometimes, thousands or even millions of such streams are needed. We explain how they can be produced and managed. We devote particular attention to multiple streams for GPU devices. (C) 2016 The Author(s). Published by Elsevier B.V. on behalf of International Association for Mathematics and Computers in Simulation (IMACS).
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