Distribution of Random Streams for Simulation Practitioners - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Concurrency and Computation: Practice and Experience Year : 2012

Distribution of Random Streams for Simulation Practitioners

Abstract

There is an increasing interest in the distribution of parallel random number streams in the high-performance computing community particularly, with the manycore shift. Even if we have at our disposal statistically sound random number generators according to the latest and thorough testing libraries, their parallelization can still be a delicate problem. Indeed, a set of recent publications shows it still has to be mastered by the scientific community. With the arrival of multi-core and manycore processor architectures on the scientist desktop, modelers who are non-specialists in parallelizing stochastic simulations need help and advice in distributing rigorously their experimental plans and replications according to the state of the art in pseudo- random numbers parallelization techniques. In this paper, we discuss the different partitioning techniques currently in use to provide independent streams with their corresponding software. In addition to the classical approaches in use to parallelize stochastic simulations on regular processors, this paper also presents recent advances in pseudo-random number generation for general-purpose graphical processing units. The state of the art given in this paper is written for simulation practitioners.
Fichier principal
Vignette du fichier
cpe2012_frree.pdf (791.61 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01099203 , version 1 (07-01-2015)

Licence

Attribution

Identifiers

Cite

David R.C. Hill, Claude Mazel, Jonathan Passerat-Palmbach, Mamadou Kaba Traoré. Distribution of Random Streams for Simulation Practitioners. Concurrency and Computation: Practice and Experience, 2012, 25 (10), pp.1427 - 1442. ⟨10.1002/cpe.2942⟩. ⟨hal-01099203⟩
408 View
631 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More