On The CRAY-System Random Number Generator  

Oleh:

Entacher, Karl

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Simulation vol. 72 no. 3 (Mar. 1996), page 163-169.
Topik: Random number generation; parallel random numbers; parallel and distributed simulation; lattice structure; spectral test; long-range correlations; leapfrog technique; CRAY systems
Fulltext: 163.pdf (663.87KB)

Isi artikel

We present a theoretical and empirical analysis of the quality of the CRAY-system random number generator RANF in parallel settings. Subsequences of this generator are used to obtain parallel streams of random numbers for each processor. We use the spectral test to analyze the quality of lagged subsequences of RANF with step sizes 21, l ≥ 1, appropriate for CRAY systems. Our results demonstrate that with increasing l, the quality of lagged subsequences is strongly reduced in comparison to the original sequence. The results are supported by a numerical Monte Carlo integration study. We also use the spectral test to exhibit the well known longrange correlations between consecutive blocks of random numbers obtained from RANF.

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