Richard P. Brent
Oxford University Computing Laboratory
Wolfson Building, Parks Road
Oxford, OX1 3QD, England, UK
email: rpb@rpbrent.co.uk
Abstract:
Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and consider how to combine two or more generators to give a better (though usually slower) generator.