Scripted HTML version of Foils prepared 12 November 1996

Foil 8 Parallel Random Numbers

From CPS615-End of Basic Overview of Random Numbers and First Part of Monte Carlo Integration Delivered Lectures of CPS615 Basic Simulation Track for Computational Science -- 22 October 96. by Geoffrey C. Fox *
Secs 325.4
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...



© Northeast Parallel Architectures Center, Syracuse University, npac@npac.syr.edu

If you have any comments about this server, send e-mail to webmaster@npac.syr.edu.

Page produced by wwwfoil on Fri Aug 15 1997