SPRNG: A Scalable Library for Pseudorandom Number Generation

Name:    Prof. Michael Mascagni         
Address: Department of Computer Science and
         School of Computational Science
         Florida State University
         Tallahassee, FL  32306-4530  USA
Offices: 498 Dirac Science Library/172 Love Building
Phone:   +1.850.644.3290
FAX:     +1.850.644.0098
e-mail:  mascagni@fsu.edu

Title: SPRNG: A Scalable Library For Pseudorandom Number Generation

Abstract:

Providing high quality pseudorandom numbers for parallel computers supplies many deep and fascinating mathematical problems as well as unique software engineering challenges. One of the more practical issues in parallel pseudorandom number generation is finding methods that provide portability and reproducibility across architectures. We summarize some recent developments in the design and analysis of pseudorandom number generators for parallel computers that are portable and reproducible. These results are the basis for a DARPA sponsored project for the development of a scalable library for pseudorandom number generation that was based at the University of Illinois at Urbana-Champaign and is now located at Florida State University's Department of Computer Science. It is hoped that this scalable library will be the seed for a more comprehensive problem solving environment for Monte Carlo computations on scalable platforms. In addition, it is hoped that this work can be used in the ASCI project, where Monte Carlo calculations are a vital part of the total simulation effort.