Random Number Generation: A Practitioner's Overview

Name:    Prof. Michael Mascagni                 
Address: Department of Computer Science and
         Department of Mathematics and
	 Department of Scientific Computing and
         Graduate Program in Molecular Biophysics	
         Florida State University
         Tallahassee, FL  32306-4530  USA
Offices: 498 Dirac Science Library/207A Love Building
Phone:   +1.850.644.3290
FAX:     +1.850.644.0058
e-mail:  mascagni@fsu.edu

Title: Random Number Generation: A Practitioner's Overview

Abstract:

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. We also discuss plans for a new version of SPRNG adapted to hybrid architectures.