| PackageDescription | documentation and examples of parallel random numbers library
Random123 is a family of highly parallelizable counter-based random
number generators (CBRNGs) that are useful for a wide range of
applications.
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Random123 is a library of "counter-based" random number generators
(CBRNGs), in which the Nth random number can be obtained by applying a
stateless mixing function to N instead of the conventional approach of
using N iterations of a stateful transformation. CBRNGs are ideal for a
wide range of applications on modern multi-core CPUs, GPUs, clusters,
and special-purpose hardware. Three families of non-cryptographic CBRNGs
are described in a paper presented at the SC11 conference: ARS (based on
the Advanced Encryption System (AES)), Threefry (based on the Threefish
encryption function), and Philox (based on integer multiplication). They
all satisfy rigorous statistical testing (passing BigCrush in TestU01),
vectorize and parallelize well (each generator can produce at least 264
independent streams), have long periods (the period of each stream is at
least 2128), require little or no memory or state, and have excellent
performance (a few clock cycles per byte of random output). The
Random123 library can be used with CPU (C and C++) and GPU (CUDA and
OpenCL) applications.
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This package contains the documentation and examples for the library. |