Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs
Author
Abstract
Suggested Citation
DOI: 10.1016/j.matcom.2016.05.005
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Lih-Yuan Deng & Jyh-Jen Horng Shiau & Henry Horng-Shing Lu, 2012. "Large-Order Multiple Recursive Generators with Modulus 2 31 - 1," INFORMS Journal on Computing, INFORMS, vol. 24(4), pages 636-647, November.
- L'Ecuyer, Pierre & Andres, Terry H., 1997. "A random number generator based on the combination of four LCGs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 99-107.
- Pierre L’Ecuyer & François Panneton, 2009. "F2-Linear Random Number Generators," International Series in Operations Research & Management Science, in: Christos Alexopoulos & David Goldsman & James R. Wilson (ed.), Advancing the Frontiers of Simulation, pages 169-193, Springer.
- Andrew Karl & Randy Eubank & Jelena Milovanovic & Mark Reiser & Dennis Young, 2014. "Using RngStreams for parallel random number generation in C++ and R," Computational Statistics, Springer, vol. 29(5), pages 1301-1320, October.
- Hellekalek, P., 1998. "Good random number generators are (not so) easy to find," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 46(5), pages 485-505.
- Pierre L'Ecuyer & Richard Simard, 2014. "On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 449-460, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kolonko, Michael & Gu, Feng & Wu, Zijun, 2019. "Improving the statistical quality of random number generators by applying a simple ratio transformation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 157(C), pages 130-142.
- Pierre L’Ecuyer & Paul Wambergue & Erwan Bourceret, 2020. "Spectral Analysis of the MIXMAX Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 135-144, January.
- Savvidy, George & Savvidy, Konstantin, 2018. "Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers," Chaos, Solitons & Fractals, Elsevier, vol. 107(C), pages 244-250.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tang, Hui-Chin, 2002. "Modified decomposition method for multiple recursive random number generator," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(5), pages 453-458.
- Harase, Shin, 2019. "Conversion of Mersenne Twister to double-precision floating-point numbers," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 161(C), pages 76-83.
- Malinovskii, Vsevolod K. & Kosova, Ksenia O., 2014. "Simulation analysis of ruin capital in Sparre Andersen’s model of risk," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 184-193.
- Maximilian Beikirch & Torsten Trimborn, 2020. "Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model," Papers 2002.10222, arXiv.org.
- Pierre L'Ecuyer & Richard Simard, 2014. "On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 449-460, August.
- Torsten Trimborn & Philipp Otte & Simon Cramer & Maximilian Beikirch & Emma Pabich & Martin Frank, 2020. "SABCEMM: A Simulator for Agent-Based Computational Economic Market Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 707-744, February.
- Ovidiu Bagdasar & Minsi Chen & Vasile Drăgan & Ivan Ganchev Ivanov & Ioan-Lucian Popa, 2023. "On Horadam Sequences with Dense Orbits and Pseudo-Random Number Generators," Mathematics, MDPI, vol. 11(5), pages 1-16, March.
- Pierre L'Ecuyer & Richard Simard & E. Jack Chen & W. David Kelton, 2002. "An Object-Oriented Random-Number Package with Many Long Streams and Substreams," Operations Research, INFORMS, vol. 50(6), pages 1073-1075, December.
- Kleiber Christian & Zeileis Achim, 2013.
"Reproducible Econometric Simulations,"
Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 89-99, July.
- Kleiber, Christian & Zeileis, Achim, 2010. "Reproducible econometric simulations," Working papers 2010/11, Faculty of Business and Economics - University of Basel.
- Kleiber, Christian & Zeileis, Achim, 2010. "Reproducible Econometric Simulations," Working papers 2010/12, Faculty of Business and Economics - University of Basel.
- Christian Kleiber & Achim Zeileis, 2011. "Reproducible Econometric Simulations," Working Papers 2011-02, Faculty of Economics and Statistics, Universität Innsbruck.
- Marchi, A. & Liverani, A. & Del Giudice, A., 2009. "Polynomial pseudo-random number generator via cyclic phase," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(11), pages 3328-3338.
- Ali Shakir Mahmood & Mohd Shafry Mohd Rahim & Nur Zuraifah Syazrah Othman, 2016. "Implementation of the Binary Random Number Generator Using the Knight Tour Problem," Modern Applied Science, Canadian Center of Science and Education, vol. 10(4), pages 1-35, April.
- Torsten Trimborn & Philipp Otte & Simon Cramer & Max Beikirch & Emma Pabich & Martin Frank, 2018. "SABCEMM-A Simulator for Agent-Based Computational Economic Market Models," Papers 1801.01811, arXiv.org, revised Oct 2018.
- Araújo, Artur & Meira-Machado, Luís & Roca-Pardiñas, Javier, 2014. "TPmsm: Estimation of the Transition Probabilities in 3-State Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 62(i04).
- Aljahdali Asia & Mascagni Michael, 2017. "Feistel-inspired scrambling improves the quality of linear congruential generators," Monte Carlo Methods and Applications, De Gruyter, vol. 23(2), pages 89-99, June.
- Eric C. Ni & Dragos F. Ciocan & Shane G. Henderson & Susan R. Hunter, 2017. "Efficient Ranking and Selection in Parallel Computing Environments," Operations Research, INFORMS, vol. 65(3), pages 821-836, June.
- Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
- L'Ecuyer, Pierre, 2004. "Random number generation," Papers 2004,21, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Tan, Syn Kiat & Guan, Sheng-Uei, 2009. "Randomness quality of permuted pseudorandom binary sequences," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1618-1626.
- Mascagni Michael & Hin Lin-Yee, 2013. "Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model," Monte Carlo Methods and Applications, De Gruyter, vol. 19(2), pages 77-105, July.
- Wegenkittl, Stefan, 2001. "Gambling tests for pseudorandom number generators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 281-288.
More about this item
Keywords
Random number generators; Multiple streams; Parallel computing; Simulation; Monte Carlo;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:135:y:2017:i:c:p:3-17. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.