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SPRNG
SPRNG is a scalable parallel pseudo random number generators library for parallel Monte Carlo computations. Computational stochastic aproaches (Monte Carlo methods) based on the random sampling are becoming extremely important research tools not only in their "traditional" fields such as physics, chemistry or applied mathematics but also in social sciences and, recently, in various branches of industry. An indication of importance is, e.g., the fact that Monte Carlo calculations consume about one half of the supercomputer cycles. One of the indispensable and important ingredients for reliable and statistically sound calculations is the source of pseudo random numbers. This is the goal of our project: to develop, implement and test a scalable package for parallel pseudo random number generation which will be easy to use on a variety of architectures, especially in large-scale parallel Monte Carlo applications.
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Current Version: 1.0
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