scholarly journals On parallel random number generation for accelerating simulations of communication systems

2014 ◽  
Vol 12 ◽  
pp. 75-81 ◽  
Author(s):  
C. Brugger ◽  
S. Weithoffer ◽  
C. de Schryver ◽  
U. Wasenmüller ◽  
N. Wehn

Abstract. Powerful compute clusters and multi-core systems have become widely available in research and industry nowadays. This boost in utilizable computational power tempts people to run compute-intensive tasks on those clusters, either for speed or accuracy reasons. Especially Monte Carlo simulations with their inherent parallelism promise very high speedups. Nevertheless, the quality of Monte Carlo simulations strongly depends on the quality of the employed random numbers. In this work we present a comprehensive analysis of state-of-the-art pseudo random number generators like the MT19937 or the WELL generator used for parallel stream generation in different settings. These random number generators can be realized in hardware as well as in software and help to accelerate the analysis (or simulation) of communications systems. We show that it is possible to generate high-quality parallel random number streams with both generators, as long as some configuration constraints are met. We furthermore depict that distributed simulations with those generator types are viable even to very high degrees of parallelism.

1996 ◽  
Vol 07 (03) ◽  
pp. 295-303 ◽  
Author(s):  
P. D. CODDINGTON

Large-scale Monte Carlo simulations require high-quality random number generators to ensure correct results. The contrapositive of this statement is also true — the quality of random number generators can be tested by using them in large-scale Monte Carlo simulations. We have tested many commonly-used random number generators with high precision Monte Carlo simulations of the 2-d Ising model using the Metropolis, Swendsen-Wang, and Wolff algorithms. This work is being extended to the testing of random number generators for parallel computers. The results of these tests are presented, along with recommendations for random number generators for high-performance computers, particularly for lattice Monte Carlo simulations.


1992 ◽  
Vol 03 (03) ◽  
pp. 561-564 ◽  
Author(s):  
J.R. HERINGA ◽  
H.W.J. BLÖTE ◽  
A. COMPAGNER

The list of primitive binary trinomials with a degree equal to a Mersenne exponent is extended. The newly found primitive trinomials have a degree equal to the 29th and 30th Mersenne exponent. These trinomials enable the construction of new, high-performance random-number generators for use in large-scale Monte Carlo simulations.


2008 ◽  
Vol 178 (6) ◽  
pp. 401-408 ◽  
Author(s):  
Lih-Yuan Deng ◽  
Rui Guo ◽  
Dennis K.J. Lin ◽  
Fengshan Bai

1998 ◽  
Vol 58 (4) ◽  
pp. 5183-5184 ◽  
Author(s):  
F. J. Resende ◽  
B. V. Costa

1991 ◽  
Vol 02 (01) ◽  
pp. 296-299
Author(s):  
A. COMPAGNER

In large-scale Monte Carlo simulations, reliable random numbers will soon be needed at bit rates of 1 GHz or more. Therefore, existing recipes for the generation of random numbers have to be improved. This is not easy, due to the many unrelated and laborious statistical tests needed to compensate for the lack of an accepted and operational definition of randomness. When however the notion of randomness as a complete absence of all correlations is made precise, a practical approach results.


1996 ◽  
Vol 06 (06) ◽  
pp. 781-787 ◽  
Author(s):  
F. SCHMID ◽  
N. B. WILDING

We report large systematic errors in Monte Carlo simulations of the tricritical Blume–Capel model using single spin Metropolis updating. The error, manifest as a 20% asymmetry in the magnetization distribution, is traced to the interplay between strong triplet correlations in the shift register random number generator and the large tricritical clusters. The effect of these correlations is visible only when the system volume is a multiple of the random number generator lag parameter. No such effects are observed in related models.


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