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The RNG Random Number Library1

Bret R. Beck and Eugene D. Brooks III

December 8, 2000

University of California
Lawrence Livermore National Laboratory
Livermore, California 94550
UCRL-MA-141673

Abstract:

We describe a strategy for random number generation that efficiently supports per-particle-state for Monte Carlo transport applications. Unlike prior random number generation strategies, where the design goal of a countable number of independent full period sequences matches a per-cpu random number state well, we provide an uncountable number of statistically independent short sequences that match the typical lifetime of a Monte Carlo particle well. The short sequences are selected from a single random number stream of suitable quality and period, using a cryptographic hash function to select random starting positions. The random number generators described herein are stateless. The random number state is carried along with the particle. The stateless design removes the read-modify-write hazard associated with traditional random number generators in shared memory parallel environments, and helps support deterministic behavior when a particle is moved from one processor to another in a distributed memory application. Our library is implemented in the C programming language. A Fortran interface to the library is provided.

















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