ThreadLocalMRG32k3a: A Statistically Sound Substitute to Pseudorandom Number Generation in Parallel Java Applications

International audienceParallel And Distributed Simulations (PADS) become more and more spread sincescientists always want more accurate results in the shortest time. PADS are often sensitive toseveral parameters, and when they own a stochastic component, one has to ensure he knows howto correctly deal with randomness in a parallel application. This point can appear to be verytricky for non-experts, who might be tempted to move this part of the simulation aside. Severalsoftware efforts have been produced in various programming languages to help developers handlepseudorandom streams partitioning in PADS. However, these tools remain third-party librariesthat need to be integrated in already existing applications, and that might be hardly swappable.The latest release of the Java Development Kit (JDK 7) tries to tackle this problem with a newclass called ThreadLocalRandom. The latter is in charge of safe pseudorandom number generationacross Java threads. The present work studies the pros and cons of this approach, and introducesThreadLocalMRG32k3a, an alternative to ThreadLocalRandom that shows better results in termsof generation speed and statistical quality. ThreadLocalMRG32k3a respects the same ApplicationProgramming Interface (API) as ThreadLocalRandom, thus enabling clients to use it in place ofits JDK counterpart at no cost