Practical distribution of random streams for stochastic High Performance Computing

Proceedings of the 2010 International Conference on High Performance Computing and Simulation, HPCS 2010

Volumn , Issue , 2010, Pages 1-8

  Hill, David R C ^a,b  

^a UNIVERSITÉ CLERMONT AUVERGNE   (France)

^b CNRS   (France)

Author keywords

High performance computing; Parallel random numbers; Parallel random streams; Partitioning of random numbers; Random number generation

Indexed keywords

HIGH PERFORMANCE COMPUTING; PARALLEL RANDOM STREAMS; PARALLELIZATIONS; PARTITIONING TECHNIQUES; RANDOM NUMBER GENERATORS; RANDOM NUMBERS; SCIENTIFIC COMMUNITY; STATE OF THE ART;

ARTS COMPUTING; NUMBER THEORY; STOCHASTIC SYSTEMS;

RANDOM NUMBER GENERATION;

EID: 77956946927     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HPCS.2010.5547156     Document Type: Conference Paper

References (71)

1. J. Ackermann, "Parallel random number generator for inexpensive configurable hardware cells." Computer Physics Communications, 293-302, 2001.
2. H. Bauke and S. Mertens, "Random numbers for large scale distributed Monte Carlo simulations", Physical Review E, Vol. 75, No. 6, 2007.
3. th, 2010, Available: http://www.phy.duke.edu/~rgb/General/dieharder.php.
4. nd Issue, 1996.
5. P.D. Coddington and S.H. Ko. "Techniques for Empirical Testing of Parallel Random Number Generators", Proceedings of the 12th international Conference on Supercomputing, ICS '98. Melbourne, Australia: ACM Press, New York, 282-288, 1998.
6. P.D. Coddington and A.J. Newell, "JAPARA - A Java Parallel Random Number Library for High-Performance Computing", Proceeding of the 18th International Parallel and Distributed Processing Symposium (IPDPS'04) - Workshop 5, 156-166, 2004.
7. A. De Matteis and S. Pagnutti, "Parallelization Of Random Number Generators And Long-Range Correlations", Numer. Math. Vol. 53, 595-608, 1988.
8. A. De Matteis and S. Pagnutti, "Controlling correlations in parallel Monte Carlo.", Parallel Computing, 73-84, 1995.
9. A. De Matteis, J. Eichenauer-Herrmann, and H. Grothe, "Computation of critical distances withing multiplicative congruential pseudorandom number sequences", J. Comp. App. Math, 49-55, 1992.
10. A. De Matteis and S. Pagnutti, "Long-range correlations in linear and non-linear random number generators", Parallel Computing, 207-210, 1990.
11. A. De Matteis and S. Pagnutti, "Parallelisation of random number generators and long-range correlations", Parallel Computing, 155-164, 1990.
12. A. De Matteis and S. Pagnutti, "A class of parallel random number generators", Parallel Computing, 193-198, 1990.
13. M.J. Durst, "Using linear congruential generators for parallel random number generation", Proceedings of the Winter Simulation Conference. E.A. MacNair. K.J. Musselman and P. Heidelberger (eds.), 462-466, 1989.
14. W.F. Eddy, "Random Number Generators For Parallel Processors", Journal of Computational and Applied Mathematics, Vol 31, 63-71, 1990.
15. J. Eichenauer-Herrmann, and H. Grothe, "A remark on long-range correlations in multiplicative congruential pseudo random number generators", Numer. Math., 609-611, 1989.
16. Z. El Bitar, D. Lazaro, V. Breton, D. Hill, I. Buvat, "Fully 3D Monte Carlo image reconstruction in SPECT using functional regions", Nucl. Instr. Meth. Phys. Res, Vol. 569, 399-403, 2006.
17. K. Entacher and B. Hechenleitner, "Pitfalls when using parallel streams in OMNET++ simulations", Proceedings of Inter-domain Performance and Simulation (IPS) Workshop, Salzburg, Austria, 11-20, 2003.
18. K. Entacher, A. Uhl and S. Wegenkittl, "Linear congruential generators for parallel Monte Carlo: the Leap-Frog case", Monte-Carlo Methods and Applications, Vol. 4, No. 1, 1-16, 1998.
19. K. Entacher, A. Uhl and S. Wegenkittl. "Parallel Random Number Generation: Long-Range Correlations Among Multiple Processors", Lecture Notes in Computer Science, 107-116, 1999.
20. P. Frederickson, R. Hiromoto, T.L. Jordan, B. Smith and T. Warnock, "Pseudo-random Trees in Monte Carlo", Parallel Computing, Vol. 1, 175-180, 1984.
21. R.M. Fujimoto, PARALLEL AND DISTRIBUTED SIMULATION SYSTEMS, Wiley Interscience, January, 2000.
22. J.E. Gentle, RANDOM NUMBER GENERATION AND MONTE CARLO METHODS, 2nd Edition, Springer Verlag, 2003.
23. H. Haramoto, M. Matsumoto, T. Nishimura, F. Panneton and P. L'Ecuyer, "Efficient Jump Ahead for F-2-Linear Random Number Generators"', INFORMS Journal on Computing, Vol. 20, No. 3, 2008, 385-390, 2008.
24. B. Hechenleitner. "Defects in Random Number Routines of Well-Known Network Simulators and Appropriate Improvements". PhD thesis, School of Scientic Computing of the University of Salzburg, 2004.
25. B. Hechenleitner and K. Entacher, "On Shortcomings of the NS-2 Random Number Generator", In T. Znati and B.McDonald, editors, Communication Networks and Distributed Systems Modeling and Simulation (CNDS), 7p., 2002.
26. P. Hellekalek, "Don't trust parallel Monte Carlo", Proceedings of the twelfth workshop on Parallel and distributed simulation, Alberta, Canada, 82-89, 1998.
27. P. Hellekalek, "Good random number generators are (not so) easy to find", Mathematics and Computer in Simulation, 485-505, 1998.
28. D. Hill, "Object-Oriented Pattern for Distributed Simulation of Large Scale Ecosystems", Proceedings of the SCS Summer Computer Simulation Conference, 945-950, 1997.
29. D. Hill, "URNG: A portable optimization technique for software application requiring pseudorandom numbers", Simulation Modelling Practice and Theory, Vol. 11, 643-654, 2002.
30. F. James, "A review of pseudorandom number generators", Computer Physics Communications, Vol. 60, 329-344, 1990.
31. J.P.C. Kleijnen, STATISTICAL TOOLS FOR SIMULATION PRACTITIONERS, Dekker New-York, 1987.
32. Knuth D.E., THE ART OF COMPUTER PROGRAMMING, Vol. 2 Seminumerical Algorithm. Addison-Wesley, Reading, MA, 2nd edition, 1981.
33. P. L'Ecuyer, "Software for uniform random number generation: Distinguishing the good and the bad", Proceedings of the 2001 Winter Simulation Conference, Pistacaway NJ, IEEE Press, 95-105, 2001.
34. P. L'Ecuyer, "Pseudorandom Number Generators", in Encyclopedia of Quantitative Finance, Rama Cont, Ed., in volume Simulation Methods in Financial Engineering, Eckhart Platen and Peter Jaeckel Eds., Wiley, forthcoming, 2010.
35. P. L'Ecuyer, E. Buist, "Simulation in Java with SSJ", Proceedings of the 2005 Winter Simulation Conference, 611-620, 2005.
36. P. L'Ecuyer, J. Leydold, "Rstream: Streams of Random Numbers for Stochastic Simulation", The newsletter of the R project, Vol. 5, 16-19, 2005.
37. P. L'Ecuyer, R. Simard, E. J. Chen, W. D. Kelton, "An Object-Oriented Random-Number Package with Many Long Streams and Substreams", Operations Research, Vol. 50, 1073-1075, 2002.
38. P. L'Ecuyer and R. Simard, "TestU01: A C Library for Empirical Testing of Random Number Generator", Revised November 2006, ACM Transactions on Mathematical Software, Vol. 33, No. 4, 2007.
39. J.C. Lagarias, "Pseudorandom Numbers", Statistical Science, Vol. 8, 31-39, 1993.
40. D. Lazaro, Z. El Bitar, V. Breton, D. Hill, I. Buvat, "Fully 3D Monte Carlo reconstruction in SPECT: a feasibility study", Phys Med Biol, Vol. 50, 3739-3754, 2005.
41. Y. Li and M. Mascagni, "Improving performance via computational replication on a large computational grid", in Algorithm for Parallel Processing, R. Schreiber, M. Heath and A. Ranade editors, Spinger Verlag : New York, Berlin, 277-288, 2005.
42. L. Maigne, D. Hill, P. Calvat, V. Breton, R. Reuillon, D. Lazaro, Y. Legre, D. Donnarieix, "Parallelization of Monte Carlo Simulations and Sub-mission to a Grid Environment", Parallel Processing Letters, Vol. 14, 177-196, 2004.
43. G. Marsaglia, "DIEHARD: A battery of tests of randomness". Date published 1996/Accessed April 2010. Available, http://stat.fsu.edu/~geo/ diehard.html.
44. M. Mascagni, "Some Methods of Parallel Pseudorandom Number Generation," in Algorithms for Parallel Processing, R. Schreiber, M. Heath and A. Ranade editors, Springer Verlag: New York, Berlin, pp. 277-288, 1997.
45. M. Mascagni, "High-Performance Monte Carlo Tools," IEEE Computational Science and Engineering, Vol. 5, No. 2, 97-98, 1998.
46. M. Mascagni, "Random Number Generation", in CRC Standard Mathematical Tables and Formulae 31st Edition, D. Zwillinger, editor, Chapman and Hall/CRC, Boca Raton, pp. 644-649, 2003.
47. M. Mascagni and H. Chi, "Parallel linear congruential generators with Sophie-Germain moduli", Parallel Computing, 1217-1231, 2004.
48. M. Mascagni and A. Srinivasan, "Parameterizing parallel multiplicative lagged-Fibonacci generators", Parallel Computing, Vol. 30, 899-916, 2004.
49. M. Mascagni, D. Ceperley, A. Srinivasan, "SPRNG: A Scalable Library for Pseudorandom Number Generation", ACM Transaction on Mathematical Software, Vol. 26, 618-619, 2000.
50. M. Matsumoto, T. Nishimura, "Mersenne Twister: A 623- dimensionally equidistributed uniform pseudorandom number generator", ACM Trans. on Modeling and Computer Simulation, Vol. 8, 3-30, 1998.
51. M. Matsumoto, T. Nishimura, "Dynamic Creation of Pseudorandom Number Generators", In Monte Carlo and Quasi-Monte Carlo Methods conference 1998, Springer, 56-69, 2000.
52. H. Niederreiter, RANDOM NUMBER GENERATION AND QUASI MONTE CARLO METHODS, SIAM. Philadelphia, 1992.
53. F. Panneton, P. L'Ecuyer, M. Matsumoto, "Improved Long-Period Generators Based on Linear Recurrences Modulo 2"', ACM Transactions on Mathematical Software, Vol. 32, No. 1, 1-16, 2006.
54. K. Pawlikowski and D. McNickle, "Speeding up Stochastic Discrete-Event Simulation", in Proceedings of European Simulation Symposium, ESS'01, Marseille, France, Oct. 18-20, 132-138, 2001.
55. K. Pawlikowski and V. Yau, "On Automatic Partitioning, Run-time Control and Output Analysis Methodology for Massively Parallel Simulations", Proceedings of the European Simulation Symposium, ESS'92, 135-139, 1992.
56. K. Pawlikowski, H.D.J. Jeong, J.S.R. Lee, "On Credibility of Simulation Studies of Telecommunication Networks", IEEE Communications Magazine, Vol. 40, No. 1, 132-139, 2002.
57. K. Pawlikowski, "Do Not Trust All Simulation Studies of Telecommunication Networks", Proceeding of International Conference on Information Networking, ICOIN'03, Jeju Island, Korea, 899-908, 2003.
58. K. Pawlikowski, "Towards Credible and Fast Quantitative Stochastic Simulation", Proceedings of International SCS Conference on Design, Analysis and Simulation of Distributed Systems, DASD'03, 2003.
59. Percus O.E. and Kalos M.H. "Random number generators for MIMD parallel processors", Journal of Parallel and Distributed Computing, Vol. 6, 477-497, 1989.
60. R. Reuillon, "Simulations stochastiques en environnements distribués, application aux grilles de calcul", Ph.D. Thesis, Blaise Pascal University, 265 p, 2008.
61. R. Reuillon, "Testing 65536 parallel pseudo-random number streams", EGEE Grid User Forum 2008, Poster session, Clermont-Ferrand, February 11-14th, Abstract 1 p. 2008.
62. R. Reuillon, D. Hill, Z. El Bitar and V. Breton, "Rigorous distribution of stochastic simulations using the DistMe toolkit", IEEE Transactions On Nuclear Science, Vol. 55, No. 1, 595-603, 2008.
63. M. Rütti, "A Random Number Generator Test Suite for the C++ Standard", Diploma Thesis, 2004.
64. M. Rütti, M. Troyer, W.P. Petersen, "A Generic Random Number Generator Test Suite", Date published 2004/Accessed April 2010. http://arxiv.org/pdf/math/0410385.pdf.
65. M. Saito, M. Matsumoto, "SIMD-oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator", Proceedings of Monte Carlo and Quasi-Monte Carlo Methods 2006, Springer, 607-622, 2008.
66. M. Sipper, "Generating parallel random number generators by cellular programming", Intl. J. Modern Phys. C, 181-190, 1996.
67. A. Srinivasan, "Introduction to Parallel RNG", Date published 1998/Accessed 03/17/2004, www:http://archive.ncsa.uiuc.edu/Science/CMP/RNG/www/ paper/index.html.
68. A. Srinivasan, M. Mascagni, D.M. Ceperley, "Testing parallel Random Number Generators", Parallel Computing, 69-94, 2003.
69. M. Tomassini, M. Sipper, M. Zolla, M. Perrenoud, "Generating high-quality random numbers in parallel by cellular automata", Future Generation Computer Systems, 291-305, 1999.
70. M. Traore, D. Hill, "The use of random number generation for stochastic distributed simulation: application to ecological modeling", Proceedings of the 13th European Simulation Symposium, 555-559, 2001.
71. P. Wu and K. Huang, "Parallel use of multiplicative congruential random number generators". Computer Physics Communications, 25-29, 2006.