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The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-01-11 S. Hissoiny , P. Després , B. Ozell

Stochastic simulations are often sensitive to the source of randomness that character-izes the statistical quality of their results. Consequently, we need highly reliable Random Number Generators (RNGs) to feed such applications. Recent…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-30 Jonathan Passerat-Palmbach , David Hill

High-performance streams of (pseudo) random numbers are crucial for the efficient implementation for countless stochastic algorithms, most importantly, Monte Carlo simulations and molecular dynamics simulations with stochastic thermostats.…

Computational Physics · Physics 2012-08-30 Markus Manssen , Martin Weigel , Alexander K. Hartmann

This work considers the deployment of pseudo-random number generators (PRNGs) on graphics processing units (GPUs), developing an approach based on the xorgens generator to rapidly produce pseudo-random numbers of high statistical quality.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-03-13 Nimalan Nandapalan , Richard P. Brent , Lawrence M. Murray , Alistair Rendell

Pseudorandom number generators are required for many computational tasks, such as stochastic modelling and simulation. This paper investigates the serial CPU and parallel GPU implementation of a Linear Congruential Generator based on the…

Mathematical Software · Computer Science 2012-06-25 Gleb Beliakov , Michael Johnstone , Doug Creighton , Tim Wilkin

We introduce the R package clrng which leverages the gpuR package and is able to generate random numbers in parallel on a Graphics Processing Unit (GPU) with the clRNG (OpenCL) library. Parallel processing with GPU's can speed up…

Computation · Statistics 2024-04-16 Ruoyong Xu , Patrick Brown , Pierre L'Ecuyer

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX…

High Energy Physics - Lattice · Physics 2011-01-27 Vadim Demchik

In this paper we present a new pseudorandom number generator (PRNG) on graphics processing units (GPU). This PRNG is based on the so-called chaotic iterations. It is firstly proven to be chaotic according to the Devaney's formulation. We…

Cryptography and Security · Computer Science 2011-12-23 Jacques M. Bahi , Raphaël Couturier , Christophe Guyeux , Pierre-Cyrille Héam

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

High quality random numbers are necessary in the modern world. Ranging from encryption keys in cyber security to models and simulations for scientific use: it's important that these random numbers are of high quality and quickly attainable.…

Cryptography and Security · Computer Science 2024-05-16 Dmitriy Beznosko , Keith Driscoll , Fernando Guadarrama , Steven Mai , Nikolas Thornton

Pseudo-random number generators (PRNGs) are essential in a wide range of applications, from cryptography to statistical simulations and optimization algorithms. While uniform randomness is crucial for security-critical areas like…

Cryptography and Security · Computer Science 2025-01-03 Jianan Wu , Ahmet Yusuf Salim , Eslam Elmitwalli , Selçuk Köse , Zeljko Ignjatovic

A Pseudo-Random Number Generator (PRNG) is any algorithm generating a sequence of numbers approximating properties of random numbers. These numbers are widely employed in mid-level cryptography and in software applications. Test suites are…

Cryptography and Security · Computer Science 2020-11-20 Luca Pasqualini , Maurizio Parton

Parallel stochastic simulations tend to exploit more and more computing power and they are now also developed for General Purpose Graphics Process Units (GP-GPUs). Conse-quently, they need reliable random sources to feed their applications.…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-02 Jonathan Passerat-Palmbach , Claude Mazel , Antoine Mahul , David Hill

Random number generation is an important task in a wide variety of critical applications including cryptographic algorithms, scientific simulations, and industrial testing tools. True Random Number Generators (TRNGs) produce truly random…

Hardware Architecture · Computer Science 2022-06-07 F. Nisa Bostancı , Ataberk Olgun , Lois Orosa , A. Giray Yağlıkçı , Jeremie S. Kim , Hasan Hassan , Oğuz Ergin , Onur Mutlu

We introduce the Romu family of pseudo-random number generators (PRNGs) which combines the nonlinear operation of rotation with the linear operations of multiplication and (optionally) addition. Compared to conventional linear-only PRNGs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-27 Mark A. Overton

Many Random Number Generators (RNG) are available nowadays; they are divided in two categories, hardware RNG, that provide "true" random numbers, and algorithmic RNG, that generate pseudo random numbers (PRNG). Both types usually generate…

Information Theory · Computer Science 2018-09-28 Andrea C. G. Mennucci

Quality randomness is fundamental to cryptographic operations but on embedded systems good sources are (seemingly) hard to find. Rather than use expensive custom hardware, our ERHARD-RNG Pseudo-Random Number Generator (PRNG) utilizes…

Cryptography and Security · Computer Science 2019-11-12 Jacob Grycel , Robert J. Walls

In this work, by employing a bitsliced data representation as building blocks of algorithms, we showcase the capability and scalability of our proposed method in a variety of PRNG methods in the category of block and stream ciphers. While…

Cryptography and Security · Computer Science 2019-10-22 Saleh Khalaj Monfared , Omid Hajihassani , Soroush Meghdadi Zanjani , Mohammadsina Kiarostami , Dara Rahmati , Saeid Gorgin

We discuss the current state of the art of Quantum Random Number Generators (QRNG) and their possible applications in the search for quantum advantages. To this aim, we first discuss a possible way of benchmarking QRNG by applying them to…

Emergence of stochastic simulations as an extensively used computational tool for scientific purposes intensified the need for more accurate ways of generating sufficiently long sequences of uncorrelated random numbers. Even though several…

Mathematical Software · Computer Science 2014-08-14 Ayse Ferhan Yesil , M. Cemal Yalabik
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