CERN Computing Seminar

Serial and Parallel Random Number Generation

by Mascagni, M. (Florida State University and ETH/Zurich)

Europe/Zurich
IT Auditorium (CERN)

IT Auditorium

CERN

Description
<link rel="stylesheet" type="text/css" href="http://cern.ch/cseminar/CDS/style.css" />

We will look at random number generation from the point-of-view of Monte Carlo computations. Thus, we will examine several serial methods of pseudorandom number generation and two different parallelization techniques. Among the techniques discussed with be "parameterization," which forms the basis for the Scalable Parallel Random Number Generators (SPRNG) library. SPRNG was developed several years ago by the author, and has become widely used within the international Monte Carlo community. SPRNG is briefly described, and the lecture ends with a short revue of quasirandom number generation. Quasirandom numbers offer many Monte Carlo applications the advantage of superior convergence rates.


Organiser(s): Miguel Angel Marquina
Computing Seminars / IT Department
more information
transparencies
Video in CDS