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Parallel pseudorandom number generation using additive lagged-Fibonacci recursions


Author(s) : Daniel V. Pryor M. L. Robinson Michael Mascagni Steven A. Cuccaro, 
Publisher : N/A
Publication Date : 1995
ISSN : N/A
Abstract : Abstract. We study the suitability of the additive lagged-Fibonacci pseudorandom number generator for parallel computation. This generator has a relatively short period with respect to the size of its seed. However, the short period is more than made up for with the huge number of full-period cycles it contains. We call these different full-period cycles equivalence classes. We show how to enumerate the equivalence classes and how to compute seeds to select a given equivalence class. The use of these equivalence classes gives an explicit parallelization suitable for a fully reproducible asynchronous MIMD implementation. To explore such an implementation we introduce an exponential sum measure of quality for the additive lagged-Fibonacci generators used in serial or parallel. We then prove the first non-trivial results we are aware of on this measure of quality. 1. Introduction. In Knuth's well known exposition on pseudorandom number generation [5], several methods of generation are considered. Among these is the additive lagged-Fibonacci pseudorandom number generator:,