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Testing Parallel Random Number Generators
"... . A parallel random number generator (PRNG) must be tested for two types of correlations  (i) Intrastream correlation, as for any serial generator, and (ii) Interstream correlation for correlations between random number streams on different processes. Since bounds on these correlations are diffi ..."
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. A parallel random number generator (PRNG) must be tested for two types of correlations  (i) Intrastream correlation, as for any serial generator, and (ii) Interstream correlation for correlations between random number streams on different processes. Since bounds on these correlations are difficult to prove mathematically, large empirical tests are necessary. Many of the popular RNGs in use today were tested when computational power was much lower, and hence they were evaluated with much smaller. This paper describes several tests of PRNGs, both statistical and physicallybased tests. We show defects in several popular generators. We then present the results for the tests conducted on the SPRNG generators. These generators have passed some of the largest empirical random number tests ever undertaken. 1 Introduction Monte Carlo (MC) computations have, currently do, and will continue to consume a large fraction of all available highperformance computing cycles. MC methods can be de...
A Collection of Selected Pseudorandom Number Generators with Linear Structures
, 1997
"... This is a collection of selected linear pseudorandom number that were implemented in commercial software, used in applications, and some of which have extensively been tested. The quality of these generators is examined using scatter plots and the spectral test. In addition, the spectral test is app ..."
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Cited by 14 (2 self)
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This is a collection of selected linear pseudorandom number that were implemented in commercial software, used in applications, and some of which have extensively been tested. The quality of these generators is examined using scatter plots and the spectral test. In addition, the spectral test is applied to study the applicability of linear congruential generators on parallel architectures. Additional Key Words and Phrases: Pseudorandom number generator, linear congruential generator, multiple recursive generator, combined pseudorandom number generators, parallel pseudorandom number generator, lattice structure, spectral test. 0 0.0001 0 0.0001 0 0.0001 0 0.0001 0 0.0001 Research supported by the Austrian Science Foundation (FWF), project no. P11143MAT. Contents 1 Linear congruential generator: LCG 5 1.1 LCG(2 31 ; 1103515245; 12345; 12345) ANSIC : : : : : : : : : : : : : : : : 5 1.2 LCG(2 31 \Gamma1; a = 7 5 = 16807; 0; 1) MINSTD : : : : : : : : : : : : : : : : 5 1.3 LCG...
Linear Congruential Generators for Parallel MonteCarlo: the LeapFrog Case.
 Monte Carlo Methods and Applications
, 1997
"... In this paper we consider parallel streams of pseudorandom numbers (PRNs) which are obtained by splitting linear congruential generators (LCGs) using the leapfrog technique. We employ the spectral test to compute an a priori figure of merit which rates the amount of correlation that is present in s ..."
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Cited by 5 (4 self)
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In this paper we consider parallel streams of pseudorandom numbers (PRNs) which are obtained by splitting linear congruential generators (LCGs) using the leapfrog technique. We employ the spectral test to compute an a priori figure of merit which rates the amount of correlation that is present in such sequences for given step size and dimension. It is shown that for some widely used LCGs there exist practically relevant splitting parameters such that the according parallel streams have poor quality. As can be seen from a sample MonteCarlo integration study, these theoretical findings have high practical importance. 1 Introduction Parallel computations in the field of stochastic simulation (e.g. [14, 9]) require a source of pseudorandom numbers (PRNs) which can be distributed among the single processing units. This is most efficiently achieved by assigning a generator to each such processing unit [15]. In order to be able to Research supported by the Austrian Science Foundation (FW...
Analyzing Streams of Pseudorandom Numbers for Parallel Monte Carlo Integration
, 1997
"... The quality of parallel substreams of pseudorandom numbers obtained from linear congruential generators as it is measured by the spectral test depends in a very sensitive and irregular way on the step size which is used. On the other hand, discrepancy estimates show that explicit inversive congruent ..."
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The quality of parallel substreams of pseudorandom numbers obtained from linear congruential generators as it is measured by the spectral test depends in a very sensitive and irregular way on the step size which is used. On the other hand, discrepancy estimates show that explicit inversive congruential pseudorandom number generators behave stable with respect to subsequences. The results of a sample Monte Carlo integration show the impact of these different theoretical findings on the reliability of the integration results.
Distributed Crawling of Rich Internet Applications
"... Web crawlers visit internet applications, collect data, and learn about new web pages from visited pages. Web crawlers have a long and interesting history. Quick expansion of the web, and the complexity added to web applications have made the process of crawling a very challenging one. Different sol ..."
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Web crawlers visit internet applications, collect data, and learn about new web pages from visited pages. Web crawlers have a long and interesting history. Quick expansion of the web, and the complexity added to web applications have made the process of crawling a very challenging one. Different solutions have been proposed to reduce the time and cost of crawling. New generation of web applications, known as Rich Internet Applications (RIAs), pose major challenges to the web crawlers. RIAs shift a portion of the computation to the client side. Shifting a portion of the application to the client browser influences the web crawler in two ways: First, the onetoone correlation between the URL and the state of the application, that exists in traditional web applications, is broken. Second, reaching a state of the application is no longer a simple operation of navigating to the target URL, but often means navigating to a seed URL and executing a chain of events from it. Due to these challenges, crawling a RIA can take a prohibitively long time. This thesis studies applying distributed computing and parallel processing principles
SALE AND/OR USE OF INTEL PRODUCTS INCLUDING LIABILITY OR WARRANTIES RELATING TO FITNESS FOR
, 2005
"... for any errors or inaccuracies that may appear in this document or any software that may be provided in association with this document. This document and the software described in it are furnished under license and may only be used or copied in accordance with the terms of the license. No license, e ..."
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for any errors or inaccuracies that may appear in this document or any software that may be provided in association with this document. This document and the software described in it are furnished under license and may only be used or copied in accordance with the terms of the license. No license, express or implied, by estoppel or otherwise, to any intellectual property
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"... The information in this document is subject to change without notice and Intel Corporation assumes no responsibility or liability for any errors or inaccuracies that may appear in this document or any software that may be provided in association with this document. This document and the software des ..."
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The information in this document is subject to change without notice and Intel Corporation assumes no responsibility or liability for any errors or inaccuracies that may appear in this document or any software that may be provided in association with this document. This document and the software described in it are furnished under license and may only be used or copied in accordance with the terms of the license. No license, express or implied, by estoppel or otherwise, to any intellectual property rights is granted by this document. The information in this document is provided in connection with Intel products and should not be construed as a commitment by Intel Corporation.
Optimal Multipliers For LCGs With Prime Moduli: Parallel Computation And Properties
"... . Two systematic search methods are employed to find multipliers for linear congruential pseudorandom number generation which are optimal with respect to an upper bound for the discrepancy of pairs of successive pseudorandom numbers. The efficiency of these search procedures when executed on para ..."
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. Two systematic search methods are employed to find multipliers for linear congruential pseudorandom number generation which are optimal with respect to an upper bound for the discrepancy of pairs of successive pseudorandom numbers. The efficiency of these search procedures when executed on parallel systems is assessed by experimental results of a MIMD parallel implementation on a Meiko CS2 and a workstation cluster. Furthermore the quality of the computed multipliers is evaluated by using the spectraltest in dimensions 2  8 and by calculating the actual discrepancy of pairs of the resulting fullperiod sequences. AMS subject classification: 65C10, 65Y05, 68Q22, 11A55. Key words: Random number generation, parallel processing, continued fractions. 1 Introduction. The statistical properties of the most commonly used pseudorandom numbers (PRN), namely of those generated by the linear congruential generator (LCG), depend strongly on the choice of parameters in the method. In ...
Table of Contents
, 2003
"... Intel products are not intended for use in medical, life saving, life sustaining, critical control or safety systems, or in nuclear facility applications. Intel may make changes to specifications and product descriptions at any time, without notice. ..."
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Intel products are not intended for use in medical, life saving, life sustaining, critical control or safety systems, or in nuclear facility applications. Intel may make changes to specifications and product descriptions at any time, without notice.
IMPLIED WARRANTY, RELATING TO SALE AND/OR USE OF INTEL PRODUCTS INCLUDING LIABILITY OR WARRANTIES RELATING TO FITNESS FOR A PARTICULAR PURPOSE, MERCHANTABILITY, OR INFRINGEMENT
, 2003
"... This document as well as the software described in it is furnished under license and may only be used or copied in accordance with the terms of the license. The information in these Notes is furnished for informational use only, is subject to change without notice, and should not be construed as a c ..."
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This document as well as the software described in it is furnished under license and may only be used or copied in accordance with the terms of the license. The information in these Notes is furnished for informational use only, is subject to change without notice, and should not be construed as a commitment by Intel Corporation. Intel Corporation assumes no responsibility or liability for any errors or inaccuracies that may appear in this document or any software that may be provided in association with this document.