DHPC Talk DHPCT-023

Improved Algorithms and Tests for Random Number Generators

Paul Coddington

Archived: 25 February 1999

Presented at the Workshop on Computational Mathematics, ACM International Conference on Supercomputing (ICS'98), Melbourne, July 1998.

Abstract

Developing fast, high-quality, general-purpose random number generators is a notoriously difficult task, and over the years many widely-used algorithms for generating random numbers have proven to be inadequate for use with more powerful computers and new applications. Developing stringent tests for random number generators is also a challenge, and in recent years some random number generators have been shown to be inadequate for a number of computational science applications, even though they pass standard statistical tests. This has led to the development of empirical tests based on these applications. In this talk we discuss recent progress in the development of new algorithms and tests for random number generators, particularly on parallel computers, which is an even more challenging problem.

PDF version of the slides

PostScript version of the slides


[ DHPC Home | Projects | People | Organisations | Reports | Talks | Research | Education ]

webmaster@dhpc.adelaide.edu.au