Algorithm 806: SPRNG: a scalable library for pseudorandom number generation

@article{Mascagni1999Algorithm8S,
  title={Algorithm 806: SPRNG: a scalable library for pseudorandom number generation},
  author={Michael Mascagni and Ashok Srinivasan},
  journal={ACM Trans. Math. Softw.},
  year={1999},
  volume={26},
  pages={436-461}
}
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 methods. We describe, in detail, parameterized versions of the following pseudorandom number generators: (i) linear congruential generators, (ii… CONTINUE READING
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