Basic HTML version of Foils prepared 21 October 1995

Foil 15 Parallel Random Numbers

From CPS615 Foils -- set D:Statistics and Random Numbers CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox
Parallel random numbers are somewhat nontrivial.
If have N processors, must have numbers independent within and between processors.
See "Solving Problems on Concurrent Processors"
  • Fox, G.C., Johnson, M.A., Lyzenga, G.A., Otto, S.W., Salmon, J.K., Walker, D.W., "Solving Problems on Concurrent Processors", Vol. 1, Prentice-Hall, Inc. 1988; Vol. 2 1990.
One strategy is to have one stream and make every N'th number go to a given processor. This can be done very efficiently as described in reference above.
The result is:
  • Processor 0 x0 xN...
  • Processor 1 x1 xN+1.. .
    • .
    • .
  • Processor N-1 xN-1 x2N-1...

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