SPRNG: A Scalable Library For Pseudorandom Number Generation


                                   by

                   Dr. Michael Mascagni, Coordinator
                   Program in Scientific Computing
                   Southern Station, Box 10057
                   University of Southern Mississippi
                   Hattiesburg, Mississippi  39406-0057

               JTB 320, 4:30pm  Monday, October 13, 1997


                                Abstract


 Providing high quality pseudorandom numbers for parallel computers
 supplies many deep and fascinating mathematical problems as well as
 unique software engineering challenges.  One of the more practical
 issues in parallel pseudorandom number generation is finding methods
 that provide portability and reproducibility across architectures.  We
 summarize some recent developments in the design and analysis of
 pseudorandom number generators for parallel computers that are portable
 and reproducible. These results are the basis for a DARPA sponsored
 project for the development of a scalable library for pseudorandom
 number generation that is based at the University of Illinois,
 Urbana-Champaign. It is hoped that this scalable library will be the
 seed for a more comprehensive problem solving environment for Monte
 Carlo computations on scalable platforms.  In addition, it is hoped
 that this work can be used in the ASCI project, where Monte Carlo
 calculations are a vital part of the total simulation effort.


Request for preprints and reprints to Michael.Mascagni@usm.edu
Software at http://www.ncsa.uiuc.edu/Apps/SPRNG/
This information can be found at http://www.math.utah.edu/research/