Newsgroups: comp.parallel
From: koot@sara.nl (J.J.A. Koot)
Subject: parallel pseudo random number generator
Organization: SARA
Date: Fri, 07 Apr 1995 13:12:31 +0000 (GMT)
Message-ID: <3m95kj$kln@usenet.srv.cis.pitt.edu>

May this is a FAQ, may be other news groups are better suited for this
question. If you think so, please mail me personally (koot@sara.nl).
I am looking for a pseudo random number generator for use in a
parallel program using message passing. Efficiency requires that each
task has its own generator and that this generator can produce most of
the random numbers without communication with other tasks. The
sequences produced in different tasks must be statistically
independent from each other.  I have asked this question earlier, but
received no answer. 

In principle it is simple (i think) to prepare the desired pseudo
random number generator from a normal sequential one, namely as
follows. 

1: define a subset of all the states the generator can have
   (usually one or more seeds)
2: make sure that there is a simple test telling whether or not
   a state belongs to the subset. (In fact the test is not
   necessarily simple. It must be fast in most cases).
3: There is a server for initial states. On demand of a task
   the server delivers an initial state from the subset. The
   server never delivers a state already delivered earlier.
4: The generator of a task asks the server for an initial state.
   After every produced number test 2 is made. If the new state
   belongs to the subset (1) then the server must be contacted
   for another state.
In this way the generators of the different tasks produce
non overlapping sequences.

However, the random number generators I have at hand either have
too short periods or have too complicated states. 
  
Who can help me in one of the following or other ways:
1: A generator with period at least 10**15, preferably over 10**20
   and a state for which a subset can easily be recognized.
2: A program for testing random number generators.
   (chi square, gap test, smirnov test, and so on)

Please answer(also) directly by e-mail.
Best Wishes, Jos Koot.
Met vriendelijke groet, Jos Koot


