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High energy physics has a constant demand for random number generators (RNGs) with high statistical quality. In this paper, we present ROOT's implementation of the RANLUX++ generator. We discuss the choice of relying only on standard C++…

计算物理 · 物理学 2021-09-08 Jonas Hahnfeld , Lorenzo Moneta

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…

高能物理 - 格点 · 物理学 2011-01-27 Vadim Demchik

This is a review of pseudorandom number generators (RNG's) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNG's we recommend here are based on the Kolmogorov-Anosov theory of mixing in…

计算物理 · 物理学 2019-05-30 Frederick James , Lorenzo Moneta

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,…

分布式、并行与集群计算 · 计算机科学 2020-02-27 Mark A. Overton

Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…

数值分析 · 数学 2013-07-17 William K. Cochran , Michael T. Heath , Kyle W. McKiou

A C library for random number generation, Randompack, is presented. The library implements several modern random number generators (engines), including xoshiro256, PCG64, Philox, ranlux++, and sfc64; 14 continuous distributions including…

应用统计 · 统计学 2026-05-11 Kristján Jónasson

Fast secure random number generation is essential for high-speed encrypted communication, and is the backbone of information security. Generation of truly random numbers depends on the intrinsic randomness of the process used and is usually…

量子物理 · 物理学 2019-05-15 Ben Haylock , Daniel Peace , Francesco Lenzini , Christian Weedbrook , Mirko Lobino

It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an…

其他计算机科学 · 计算机科学 2016-12-23 Michael Kolonko , Zijun Wu , Feng Gu

Rectifier neuron units (ReLUs) have been widely used in deep convolutional networks. An ReLU converts negative values to zeros, and does not change positive values, which leads to a high sparsity of neurons. In this work, we first examine…

计算机视觉与模式识别 · 计算机科学 2017-05-16 Shaohuai Shi , Xiaowen Chu

Randomness extraction is a key problem in cryptography and theoretical computer science. With the recent rapid development of quantum cryptography, quantum-proof randomness extraction has also been widely studied, addressing the security…

量子物理 · 物理学 2024-01-15 Qian Li , Xiaoming Sun , Xingjian Zhang , Hongyi Zhou

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…

数学软件 · 计算机科学 2012-06-25 Gleb Beliakov , Michael Johnstone , Doug Creighton , Tim Wilkin

In this paper we introduce RADULS2, the fastest parallel sorter based on radix algorithm. It is optimized to process huge amounts of data making use of modern multicore CPUs. The main novelties include: extremely optimized algorithm for…

数据结构与算法 · 计算机科学 2017-03-03 Marek Kokot , Sebastian Deorowicz , Maciej Dlugosz

Quantum random number generation is a technique to generate random numbers by extracting randomness from specific quantum processes. As for practical random number generators, they are required not only to have no information leakage but…

信息论 · 计算机科学 2020-11-10 Zehao Zhao , Xiongfeng Ma , Hongyi Zhou

$\mathbf F_2$-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…

数据结构与算法 · 计算机科学 2022-03-29 David Blackman , Sebastiano Vigna

The Ziggurat Algorithm is a very fast rejection sampling method for generating PseudoRandom Numbers (PRNs) from common statistical distributions. The algorithm divides a distribution into rectangular layers that stack on top of each other…

数学软件 · 计算机科学 2014-04-22 Christopher D McFarland

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…

分布式、并行与集群计算 · 计算机科学 2011-01-11 S. Hissoiny , P. Després , B. Ozell

Dense linear algebra kernels, such as linear solvers or tensor contractions, are fundamental components of many scientific computing applications. In this work, we present a novel method of deriving parallel I/O lower bounds for this broad…

分布式、并行与集群计算 · 计算机科学 2020-10-14 Grzegorz Kwasniewski , Tal Ben-Nun , Alexandros Nikolaos Ziogas , Timo Schneider , Maciej Besta , Torsten Hoefler

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…

信息论 · 计算机科学 2018-09-28 Andrea C. G. Mennucci

Capacity is an important tool in decision-making under risk and uncertainty and multi-criteria decision-making. When learning a capacity-based model, it is important to be able to generate uniformly a capacity. Due to the monotonicity…

离散数学 · 计算机科学 2023-05-24 Peiqi Sun , Michel Grabisch , Christophe Labreuche

Delay differential equations (DDE) can have "chaotic" solutions that can be used to mimic Brownian motion. Since a Brownian motion is random in its velocity, it is reasonable to think that a random number generator (RNG) might be…

混沌动力学 · 物理学 2016-06-22 Julian Self , Michael C. Mackey
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