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Parallel Lagged Fibonacci Generators II

Alternatively, can parallelize over the lag table, but this requires communication and is thus unacceptably slow compared to other parallel random number generators which have no inter-processor communication.

If XOR is used, the iterative formula is simple enough to allow analytic calculation of any term in the sequence, so leapfrog or splitting methods can be used. However these generators are rather suspect and do not have good randomness properties unless very large lags are used.



Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu