RNGAVXLIB: Program library for random number generation, AVX realization

2019-12-06T07:38:25Z (GMT) by M.S. Guskova L.Yu. Barash L.N. Shchur
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 su... Title of program: RNGAVXLIB Catalogue Id: AEIT_v3_0 Nature of problem Any calculation requiring uniform pseudorandom number generator, in particular, Monte Carlo calculations. Any calculation requiring parallel streams of uniform pseudorandom numbers. Versions of this program held in the CPC repository in Mendeley Data AEIT_v1_0; RNGSSELIB; 10.1016/j.cpc.2011.03.022 AEIT_v2_0; RNGSSELIB; 10.1016/j.cpc.2013.04.007 AEIT_v3_0; RNGAVXLIB; 10.1016/j.cpc.2015.11.001 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)