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arXiv · 1307.5866

RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility

L. Yu. Barash·L. N. Shchur
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Abstract

In this update, we present the new version of the random number generator (RNG) library RNGSSELIB, which, in particular, contains fast SSE realizations of a number of modern and most reliable generators \cite{RNGSSELIB1}. The new features are: i) Fortran compatibility and examples of using the library in Fortran; ii) new modern and reliable generators; iii) the abilities to jump ahead inside RNG sequence and to initialize up to $10^{19}$ independent random number streams with block splitting method.

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L. Yu. Barash, L. N. Shchur. 2013-07-22. RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility. https://doi.org/10.1016/j.cpc.2013.04.007

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