RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility

Abstract

In this update, we present the new version of the random number generator (RNG) library RNGSSELIB, which, in particular, contains fast SSE realizations of a number of modern and most reliable generators \cite{RNGSSELIB1}. The new features are: i) Fortran compatibility and examples of using the library in Fortran; ii) new modern and reliable generators; iii) the abilities to jump ahead inside RNG sequence and to initialize up to $10^{19}$ independent random number streams with block splitting method.

6 pages, 1 table

References in corpus (3)

• PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs
• RNGSSELIB: Program library for random number generation, SSE2 realization
• Applying dissipative dynamical systems to pseudorandom number generation: Equidistribution property and statistical independence of bits at distances up to logarithm of mesh size

Cited by in corpus (2)

• PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs
• Algorithm for the replica redistribution in the implementation of parallel annealing method on the hybrid supercomputer architecture