Re: [boost] [random] Determining interest in Pseudo-Random Functions and Counter Based Random Number Generators

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:
> 
> http://deshawresearch.com/resources_random123.html
> 
> 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
http://numbercrunch.de/trng/ 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 http://pre.aps.org/abstract/PRE/v75/i6/e066701 or 
http://arxiv.org/abs/cond-mat/0609584 for the notion of »playing fair«
in parallel Monte Carlo.)

        Heiko

-- 
--  Cluster Computing @ http://www.clustercomputing.de
-- Number Crunch Blog @ http://numbercrunch.de
--        Heiko Bauke @ http://www.mpi-hd.mpg.de/personalhomes/bauke