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.
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