Generation of shift register random numbers on distributed memory multiprocessors

✍ Scribed by Jun Makino; Tetsuya Takaishi; Osamu Miyamura

• Publisher: Elsevier Science
• Year: 1992
• Tongue: English
• Weight: 600 KB
• Volume: 70
• Category: Article
• ISSN: 0010-4655
• DOI: 10.1016/0010-4655(92)90111-b

✦ Synopsis

Parallel generation of random numbers on distributed memory multiprocessors is discussed. Conditions required for such a generator are enumerated, and a method based on a shift register sequence of random numbers is shown to satisfy all of these conditions. The method distributes to processors nonoverlapping parts of a shift register random number sequence which are sited at regular intervals in the period. By giving a definit structure to the entirety of random numbers, the method can insure some independence among the multiple sequences generated in parallel. Each processor can prepare initial values necessary for random number generation by itself. A program package is given in FORTRAN to illustrate implementation of the general idea. It does not include any communication functions, so the generator can be applied to a parallel computation without interrupting the parallelism of the whole program. Furthermore, any sequence generated on a processor can be reproduced on any processor, even on traditional computers.