Employing AVX vectorization to improve the performance of random number generators

DOI10.1134/S0361768817030033zbMath1455.65012MaRDI QIDQ2216837

Lev N. Shchur, M. Guskova, Lev Yu. Barash

Publication date: 17 December 2020

Published in: Programming and Computer Software (Search for Journal in Brave)

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Uses Software

• RANLUX
• SPRNG
• MersenneTwister
• GSL
• RNGSSELIB
• SSE2
• MKL
• trng
• TestU01
• RNGAVXLIB

Cites Work

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• Uniform random number generation
• RNGSSELIB: program library for random number generation, SSE2 realization
• RNGAVXLIB: program library for random number generation, AVX realization
• TestU01
• Monte Carlo Simulation in Statistical Physics
• Tables of maximally equidistributed combined LFSR generators
• Mersenne twister
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Maximally equidistributed combined Tausworthe generators
• Geometric and Statistical Properties of Pseudorandom Number Generators Based on Multiple Recursive Transformations
• Fourier Analysis of Uniform Random Number Generators
• RANDOM NUMBERS FALL MAINLY IN THE PLANES