On the Generation of Parallel Streams of Pseudorandom Numbers

L. Yu. Barash, L. N. Shchur , e-mail: shchur@chg.ru

We report approach for the generation of parallel un-correlated streams of pseudorandom numbers. We apply our method to the number of modern and reliable pseudorandom number generators and develop particular algorithms for initialization of parallel streams. Particularly, each of our GPGPU realizations can produce exactly the same output sequence as the original algorithm.

Keywords: pseudo random numbers, random number generators, GPU, GPGPU, parallel computing, Monte Carlo methods

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