Random Number Generation on
Parallel Computer Systems

Christopher A. Stoner Paul Coddington

A 1994 NPAC REU PROJECT

Abstract:

The generation of large scale series of ``Pseudo-random'' numbers is essential to the use of Monte Carlo simulations. All good Pseudo-random number generators (PRNG's) have a very large period, for which they satisfy discreet mathematical principles of uniform distribution. The size of the period is important for us to consider. Since large amounts, on the order of could be used in these simulations. We implemented a parallel PRNG for use in High Performance Fortran.

• Introduction
• L'Ecuyer's Method of combined MLCG's
• Methods Used
• Results
• Conclusion
• References
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