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: Serial and Parallel Random Number Generation: Theory and Practice
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.
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