A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator
Journal of Computational Physics
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Simulation and the Monte Carlo Method
Simulation and the Monte Carlo Method
Parallel and Distributed Computation: Numerical Methods
Parallel and Distributed Computation: Numerical Methods
Relaxed Monte Carlo Linear Solver
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
PLFG: A Highly Scalable Parallel Pseudo-random Number Generator for Monte Carlo Simulations
HPCN Europe 2000 Proceedings of the 8th International Conference on High-Performance Computing and Networking
Antithetic Monte Carlo Linear Solver
ICCS '02 Proceedings of the International Conference on Computational Science-Part II
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In this paper, we show a Monte Carlo linear solver with chain reduction and optimization, coupled with PLFG, a parallel pseudo-random generator. PLFG, designed for MIMD architectures, is highly scalable and with the default parameters chosen, it provides an astronomical period of a t lea st 229 (223209 - 1). Numerical experiment results show that Monte Carlo method with chain optimization and reduction gives much better estimates of the solution vector.