SPRNG
References
D.E. Knuth, The art of computer programming: Seminumerical
algorithms , Volume 2, Second Edition, Addison-Wesley Publishing
Company, Reading MA.
D.V. Pryor, S.A.
Cuccaro, M. Mascagni, M.L. Robinson: Implementation and usage of portable
and
reproducible parallel pseudorandom number generator
M. Mascagni,
S.A. Cuccaro, D.V. Pryor, M.L. Robinson: A fast, high quality, and
reproducible parallel Lagged-Fibonacci pseudorandom number generator
S.A. Cuccaro,
M. Mascagni and D.V. Pryor: Techniques for testing the quality of parallel
pseudorandom number generators
M. Mascagni,
M.L. Robinson, D.V. Pryor and S.A. Cuccaro: Parallel pseudorandom number
generation using additive lagged-Fibonacci recursions
O.E. Percus and M.H. Kalos: Random number generators for MIMD
processors , Journal of parallel and distributed computing, 6
(1989) 477-497
P. L'Ecuyer: A table of Linear Congruential Generators of
different sizes and good lattice structure , April 30 1997
G.S. Fishman: Multiplicative congruential random number
generators with modulus 2beta : An exhaustive analysis for
beta = 32 and a partial analysis for beta = 48 , Mathematics of computation, 54
(1990) 331-344
DIEHARD
Implementation of a few random number tests. Email:
Ilpo.Vattulainen@csc.fi.