首页 | 本学科首页   官方微博 | 高级检索  
     


Parallel use of multiplicative congruential random number generators
Authors:Pei-Chi Wu
Affiliation:a Department of Computer Science and Information Engineering, National Penghu Institute of Technology, 300 Liu-Ho Road, Makung, Penghu 880, Taiwan
b Department of Electronic Commerce, Hsing Kuo University, No. 89, Yuying Street, Tainan, Taiwan
Abstract:On parallel processors or in distributed computing environments, generating and sharing one stream of random numbers for all parallel processing elements is usually impractical. A more attractive method is to allow each processing element to generate random numbers independently. This paper investigates parallel use of multiplicative congruential generators. We analyze the leapfrog, the regular spacing, and the random spacing methods. Our results show: (1) The leapfrog method can result in multipliers of low spectral values. (2) In the random spacing method, the minimal distance between n substreams is only 1/n2 of cycle length in average. (3) The regular spacing method can result in strong correlation between substreams if the starting points αjx0 (View the MathML source) are poorly selected. We then suggest selecting multiplier a and factor α based on their k-dimensional spectral values and the minimal distance between substreams of these generators.
Keywords:Multiplicative congruential random number generators   Parallel computing   Spectral test   Monte Carlo simulation
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号