Serial and Parallel Random Number Generation

We will look at random number generation from the point-of-view of Monte Carlo computations. Thus, we will examine several serial methods of pseudorandom number generation and two different parallelization techniques. Among the techniques discussed with be "parameterization," which forms the basis for the Scalable Parallel Random Number Generators (SPRNG) library. SPRNG was developed several years ago by the author, and has become widely used within the international Monte Carlo community. SPRNG is briefly described, and the lecture ends with a short revue of quasirandom number generation. Quasirandom numbers offer many Monte Carlo applications the advantage of superior convergence rates. <!-- This seminar will be broadcasted via VRVS (www.vrvs.org, "Einstein" Virtual Room) --> Organiser(s): Miguel Angel Marquina Computing Seminars / IT Department