Abstract

By the example of the RNGAVXLIB random number generator library, this paper considers some approaches to employing AVX vectorization for calculation speedup. The RNGAVXLIB library contains AVX implementations of modern generators and the routines allowing one to initialize up to 1019 independent random number streams. The AVX implementations yield exactly the same pseudorandom sequences as the original algorithms do, while being up to 40 times faster than the ANSI C implementations.

Date

2017

Authors

L Yu Barash, Maria S Guskova, Lev N Shchur

Journal

Programming and Computer Software

Volume

43

Pages

145-160

Publisher

Pleiades Publishing