Abstract

The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in Barash (2011), Matsumoto and Tishimura (1998), L’Ecuyer (1999, 1999), Barash and Shchur (2006) and the efficient SIMD realizations proposed in Barash and Shchur (2011). One of the useful features for using PRAND in parallel simulations is the ability to initialize up to 10 19 independent streams. Using massive parallelism of modern GPUs and SIMD parallelism of modern CPUs substantially improves performance of the generators. Program summary Program title: PRAND Catalogue identifier: AESB_v1_0 Program summary URL: http://cpc. cs. qub. ac. uk/summaries/AESB_v1_0. html Program obtainable from: CPC Program Library, Queen’s University, Belfast …

Date

2014

Authors

L Yu Barash, Lev N Shchur

Journal

Computer Physics Communications

Volume

185

Issue

4

Pages

1343-1353

Publisher

North-Holland