AMC 153/CS 195.C2 (Second Semester, 2001-2002)

This is the website for the class "Parallel and Distributed Computing".

SPRNGL

Computational stochasitc approaches (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, for example, 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. The goal of our project is 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.

SPRNG 1.0 provides the user the various SPRNG random number generators each in its own library. For most users this is acceptable, as one rarely uses more than one type of generator in a single program. However, if the user desires this added flexibility, SPRNG 2.0 provides it. In all other respects, SPRNG 1.0 and SPRNG 2.0 are identical. SPRNG is Y2K compliant software.

Developed as the National Center for Supercomputing Applications (NCSA) for Accelerated Strategic Computing Initiative (ASCI) Monte Carlo computations.

Sample Code

For use in MPI applications for the AGILA HPCS. This uses the LAM/MPI library and contains a sample source file and Makefile for building parallel applications to use this SPRNG library. [DIR]