# Michael Mascagni

• ACM Trans. Math. Softw.
• 1999
In this article we present background, rationale, and a description of the Scalable Parallel Random Number Generators (SPRNG) library. We begin by presenting some methods for parallel pseudorandom number generation. We will focus on methods based on parameterization, meaning that we will not consider splitting methods such as the leap-frog or blocking(More)
In this article we outline some methods for parallel pseudorandom number generation. We will focus on methods based on parameterization, meaning that we will not consider splitting methods. We describe parameterized versions of the following pseudorandom number generators: (i) linear congruential generators, (ii) shift-register generators, and (iii)(More)
• Parallel Computing
• 2003
Ashok Srinivasan (ashok@cs.ucsb.edu) Department of Computer Science, University of California at Santa Barbara, Santa Barbara, CA 93106 USA Michael Mascagni (mascagni@cs.fsu.edu) Department of Computer Science, 203 Love Building, Florida State University, Tallahassee, FL 32308-4530 USA David Ceperley (ceperley@ncsa.uiuc.edu) National Center for(More)
Linear congruential generators (LCGs) remain the most popular method of pseudorandom number generation on digital computers. Ease of implementation has favored implementing LCGs with power-of-two moduli. However, prime modulus LCGs are superior in quality to power-of-two modulus LCGs, and the use of a Mersenne prime minimizes the computational cost of(More)
• Parallel Computing
• 2004
Monte Carlo computations are commonly considered to be naturally parallel. However, one needs to exercise care in parallelizing the underlying pseudorandom number generator (PRNG) to avoid correlations within, and between, random number streams. PRNGs are normally parallelized using one of the following two paradigms: (i) cycle division and (ii)(More)
• 3
• SIAM J. Scientific Computing
• 2004
In this paper we describe Monte Carlo methods for solving some boundary-value problems for elliptic partial differential equations arising in the computation of physical properties of large molecules. The constructed algorithms are based on walk on spheres, Green’s function first passage, walk in subdomains techniques, and finite-difference approximations(More)