6650

Performance and Quality of Random Number Generators

V. du Preez, M.G.B. Johnson, A. Leist, K.A. Hawick
Computer Science, Institute for Information and Mathematical Sciences, Massey University, North Shore 102-904, Auckland, New Zealand
Computational Science Technical Note CSTN-122, 2011

@article{du2011performance,

   title={Performance and Quality of Random Number Generators},

   author={du Preez, V. and Johnson, MGB and Leist, A. and Hawick, KA},

   year={2011}

}

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Random number generation continues to be a critical component in much of computational science and the tradeoff between quality and computational performance is a key issue for many numerical simulations. We review the performance and statistical quality of some well known algorithms for generating pseudo random numbers. Graphical Processing Units (GPUs) are a powerful platform for accelerating computational performance of simulations and random numbers can be generated directly within GPU code or from hosting CPU code. We consider an alternative approach using high quality and genuinely "random" deviates generated using a Quantum device and we report on how such a PCI bus device can be linked to a CPU program. We discuss computational performance and statistical quality tradeoffs of this architectural model for Monte Carlo simulations such as the Ising system.
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