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Subject: Re: [boost] [random] Determining interest in Pseudo-Random Functions and Counter Based Random Number Generators
From: Heiko Bauke (heiko.bauke_at_[hidden])
Date: 2012-01-04 04:58:02

Dear John,

On Tue, 3 Jan 2012 16:26:25 -0500
John Salmon <john_at_[hidden]> wrote:

> I am co-author of "Parallel Random Numbers, as Easy as 1, 2, 3". which
> recently won the best paper award at the IEEE/ACM SC'11 conference.
> I'm also co-author of the related Random123 library:
> My colleagues and I would like to contribute a similar library to
> Boost as well. This isn't just a "port" of the Random123 library.
> Boost's focus on C++ allows for both simplification and clarification
> of the ideas in the paper and the original library. I've done a
> preliminary draft of some code that fits nicely into the existing
> Boost Random library. It's incomplete, but I think there's enough for
> folks to look at and gauge further interest.

I would like to draw your attention to TRNG a C++ pseudo-random number
generator library for sequential and parallel Monte Carlo simulations.
It implements an interface which is basically an extension of the
random number generator facility of the new C++ standard. See for documentation and source code.

I have not jet read your full paper "Parallel Random Numbers, as Easy
as 1, 2, 3", however, I think your counter based generators should fit
nicely into the framework of TRNG and allow for fair parallel Monte
Carlo. (See or for the notion of »playing fair«
in parallel Monte Carlo.)


--  Cluster Computing @
-- Number Crunch Blog @
--        Heiko Bauke @

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