相关论文: Fast normal random number generators on vector pro…

Wallace has proposed a new class of pseudo-random generators for normal variates. These generators do not require a stream of uniform pseudo-random numbers, except for initialisation. The inner loops are essentially matrix-vector…

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…

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…

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…

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.…

We propose a simple algorithm for generating normally distributed pseudo random numbers. The algorithm simulates N molecules that exchange energy among themselves following a simple stochastic rule. We prove that the system is ergodic, and…

A method for generating random $U(1)$ variables with Boltzmann distribution is presented. It is based on the rejection method with transformation of variables. High efficiency is achieved for all range of temparatures or coupling…

We suggest fast algorithm for the matrix generator of pseudorandom numbers based on Kolmogorov-Anosov K systems which has been proposed earlier. This algorithm reduces $N^{2}$ operation of the matrix generator to $NlnN$ and essentially…

$\mathbf F_2$-linear pseudorandom number generators are very popular due to their high speed, to the ease with which generators with a sizable state space can be created, and to their provable theoretical properties. However, they suffer…

In this paper we present, using the arithmetic of elliptic curves over finite fields, an algorithm for the efficient generation of a sequence of uniform pseudorandom vectors in high dimensions, that simulates a sample of a sequence of…

We show that the latest version of massively parallel processing associative string processing architecture (System-V) is applicable for fast Monte Carlo simulation if an effective on-processor random number generator is implemented. Our…

Quantum Key Distribution is the process of using quantum communication to establish a shared key between two parties. It has been demonstrated the unconditional security and effective communication of quantum communication system can be…

Parallel supercomputer-based Monte Carlo and stochastic simulations require pseudorandom number generators that can produce distinct pseudorandom streams across many independent processes. We propose a scalable class of parallel and…

Kernel methods are a highly effective and widely used collection of modern machine learning algorithms. A fundamental limitation of virtually all such methods are computations involving the kernel matrix that naively scale quadratically…

A random number generator for the Kappa velocity distribution in particle simulations is proposed. Approximating the cumulative distribution function with the q-exponential function, an inverse transform procedure is constructed. The…

The multiple-recursive matrix method for generating pseudorandom vectors was introduced by Niederreiter (Linear Algebra Appl. 192 (1993), 301-328). We propose an algorithm for finding an efficient primitive multiple-recursive matrix method.…

Most modern classical processors support so-called von Neumann architecture with program and data registers. In present work is revisited similar approach to models of quantum processors. Deterministic programmable quantum gate arrays are…

Given a matrix $A\in \mathrm{GL}_d(\mathbb{Z})$. We study the pseudorandomness of vectors $\mathbf{u}_n$ generated by a linear recurrent relation of the form $$ \mathbf{u}_{n+1} \equiv A \mathbf{u}_n \pmod {p^t}, \qquad n = 0, 1, \ldots, $$…

Sparse matrix-vector multiplication (SpMV) is a central building block for scientific software and graph applications. Recently, heterogeneous processors composed of different types of cores attracted much attention because of their…

Many simulation applications require the generation of long sequences of pseudo-random numbers. Linear recurrences modulo 2 are commonly used as the fundamental building block for constructing pseudo-random number generators with extended…