RngStreams
Using rngstreams for parallel random number generation in C++ and R. The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with C++ programs that are parallelized via OpenMP or MPI. Ways to access the backbone generator from RngStreams in R through the parallel and rstream packages are also described. The ideas in the paper are illustrated with both a simple running example and a Monte Carlo integration application.
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
Sorted by year (- L’Ecuyer, Pierre; Munger, David; Oreshkin, Boris; Simard, Richard: Random numbers for parallel computers: requirements and methods, with emphasis on gpus (2017)
- Ni, Eric C.; Ciocan, Dragos F.; Henderson, Shane G.; Hunter, Susan R.: Efficient ranking and selection in parallel computing environments (2017)
- Artur Araújo; Luís Meira-Machado; Javier Roca-Pardiñas: TPmsm: Estimation of the Transition Probabilities in 3-State Models (2014) not zbMATH
- Karl, Andrew T.; Eubank, Randy; Milovanovic, Jelena; Reiser, Mark; Young, Dennis: Using rngstreams for parallel random number generation in C++ and R (2014)