The PLFG parallel pseudo-random number generator
Parallel computing has been touted as the pinnacle of high performance digital computing by many. However, many problems remain intractable using deterministic algorithms. Randomized algorithms which are, in some cases, less efficient than their deterministic counterpart for smaller problem sizes, can overturn the intractability of various large-scale problems. These algorithms, however, require a source of randomness. Pseudo-random number generators were created for many of these purposes. When performing computations on parallel machines, an additional criterion for randomized algorithms to be worthwhile is the availability of a parallel pseudo-random number generator. This paper presents an efficient algorithm for parallel pseudo-random number generation.
pseudo-random number generators parallel computing randomized computations monte carlo method stochastic methods