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
本文介绍了一款面向现代CPU与GPU的伪随机数生成库PRAND。该库涵盖了Barash（2011）、Matsumoto与Tishimura（1998）、L'Ecuyer（1999,1999）、Barash与Shchur（2006）提出并研究的多款现代高可靠性伪随机数生成器的单线程与多线程实现，同时包含Barash与Shchur（2011）提出的高效SIMD实现。该库在并行仿真应用中的一项实用特性为支持初始化……

程序名称：PRAND
目录编号：AESB_v1_0

问题类型
适用于任何需要均匀分布伪随机数生成器的计算场景，尤其是蒙特卡洛（Monte Carlo）计算；同时可满足需要无关联并行均匀伪随机数流的各类计算或仿真任务。

孟德尔莱数据（Mendeley Data）平台CPC仓库中收录的本程序版本：
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馆藏的CPC程序库（1969-2019年）

搜集汇总

背景与挑战

背景概述

PRAND是一个GPU加速的并行随机数生成库，基于现代可靠算法，支持单线程和多线程实现，适用于蒙特卡洛计算和并行模拟。该数据集包含库的源代码文件，发布于2014年，属于计算物理领域。