Abstract

We present the random number generator (RNG) library RNGAVXLIB, which contains fast AVX realizations of a number of modern random number generators, and also the abilities to jump ahead inside a RNG sequence and to initialize up to 10 19 independent random number streams with block splitting method. Fast AVX implementations produce exactly the same output sequences as the original algorithms. Usage of AVX vectorization allows to substantially improve performance of the generators. The new realizations are up to 2 times faster than the SSE realizations implemented in the previous version of the library (Barash and Shchur, 2013), and up to 40 times faster compared to the original algorithms written in ANSI C. New version program summary Program title: RNGAVXLIB Catalogue identifier: AEIT_v3_0 Program summary URL: http://cpc. cs. qub. ac. uk/summaries/AEIT_v3_0. html Program obtainable …

Date

2016

Authors

Maria S Guskova, L Yu Barash, Lev N Shchur

Journal

Computer Physics Communications

Volume

200

Pages

402-405

Publisher

North-Holland