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Talk Abstract
A Scalable Library for Pseudorandom Number Generation: Theory and Practice

Michael Mascagni, Institute for Defense Analyses

Providing high-quality pseudorandom numbers for parallel computers supplies many deep and fascinating mathematical problems as well as unique software engineering challenges. One of the more practical issues in parallel pseudorandom number generation is finding methods that provide portability and reproducibility across architectures. We summarize some recent developments in the design and analysis of pseudorandom number generators for parallel computers that are portable and reproducible. These results are the basis for a DARPA-sponsored project for the development of a scalable library for pseudorandom number generation that is based at the University of Illinois, Urbana-Champaign.

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1996-1997 Mathematics in High Performance Computing

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