Author:    Dr. Michael Mascagni
           Box 10057
           University of Southern Mississippi
           Hattiesburg, Mississippi  39406-0057

E-mail:    Michael.Mascagni@usm.edu

Home Page: http://www.ncsa.uiuc.edu/Apps/SPRNG/mascagni

Title:  SPRNG: A Scalable Library For Pseudorandom Number Generation

Abstract:

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 have been used to create the Scalable PseudoRandom Number
Generators (SPRNG) library in collaboration with the National Center for
Supercomputing Applications in Urbana, IL with support from DARPA.  The
library uses standard integer recursions that are felt to be suitable for
pseudorandom number generation but are too weak for cryptographic
applications.  However, SPRNG is extensible in the sense that user a
provided random number generator can be incorporated into the SPRNG
parallel environment.  It is hoped that SPRNG will be developed further to
meet ASCI needs and serve as the core of a Monte Carlo problem solving
environment.