PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs

Abstract
The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in Barash (2011), Matsumoto and Tishimura (1998), L'Ecuyer (1999,1999), Barash and Shchur (2006) and the efficient SIMD realizations proposed in Barash and Shchur (2011). One of the useful features for using PRAND in parallel simulations is the ability to ini...

Title of program: PRAND
Catalogue Id: AESB_v1_0

Nature of problem
Any calculation requiring uniform pseudorandom number generator, in particular, Monte Carlo calculations. Any calculation or simulation requiring uncorrelated parallel streams of uniform pseudorandom numbers.

Versions of this program held in the CPC repository in Mendeley Data
AESB_v1_0; PRAND; 10.1016/j.cpc.2014.01.007

This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)

# 摘要
本研究介绍了适用于现代CPU与GPU的伪随机数生成（pseudorandom number generation）库PRAND。该库涵盖单线程与多线程两种实现，集成了近年提出并经充分验证的多款高性能可靠伪随机数生成器（pseudorandom number generator），相关研究来自Barash(2011)、Matsumoto与Tishimura(1998)、L'Ecuyer(1999,1999)、Barash与Shchur(2006)，同时包含Barash与Shchur(2011)提出的高效SIMD（单指令多数据，Single Instruction Multiple Data）实现。PRAND在并行仿真场景中的一项实用特性为其支持初始化……

## 程序名称：PRAND
## 目录编号：AESB_v1_0

## 适用问题范畴
所有需要均匀分布伪随机数生成器的计算任务，尤其是蒙特卡洛（Monte Carlo）计算；所有需要无关联并行均匀伪随机数流的计算或仿真任务。

## Mendeley Data的CPC存储库收录版本
AESB_v1_0; PRAND; 10.1016/j.cpc.2014.01.007

本程序源自贝尔法斯特女王大学托管的CPC程序库（1969-2019）