English

RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility

Computational Physics 2013-07-24 v1 Mathematical Software

Abstract

In this update, we present the new version of the random number generator (RNG) library RNGSSELIB, which, in particular, contains fast SSE realizations of a number of modern and most reliable generators \cite{RNGSSELIB1}. The new features are: i) Fortran compatibility and examples of using the library in Fortran; ii) new modern and reliable generators; iii) the abilities to jump ahead inside RNG sequence and to initialize up to 101910^{19} independent random number streams with block splitting method.

Keywords

Cite

@article{arxiv.1307.5866,
  title  = {RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility},
  author = {L. Yu. Barash and L. N. Shchur},
  journal= {arXiv preprint arXiv:1307.5866},
  year   = {2013}
}

Comments

6 pages, 1 table