Fast and Reliable Random Number Generators for Scientific Computing

  • Richard P. Brent
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3732)

Abstract

Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and consider how to combine two or more generators to give a better (though usually slower) generator.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Richard P. Brent
    • 1
  1. 1.Oxford University Computing LaboratoryOxfordUK

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