Title

A Portable random number generator for parallel computers

Document Type

Article

Publication Date

1-1-1992

Abstract

Simulations on parallel computors require distinct streams of pseudo-random deviates for each processor. A combination generator is proposed which achieves distinct streams through a congruential component, and long period through a Fibonacci component. The algorithm has been coded in Fortran 77, and is suitable for fairly long simulations on machines of up to a thousand processors. © 1992, Taylor & Francis Group, LLC. All rights reserved.

Publication Title

Communications in Statistics - Simulation and Computation

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