Parallel random numbers: As easy as 1, 2, 3

By John K. Salmon, Mark A. Moraes, Ron O. Dror, David E. Shaw. 2011

318 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Computational Theory and Mathematics, Computer Vision and Pattern Recognition, ML Systems & Hardware, Numerical Methods & Scientific Computing

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Citations in the corpus

Array programming with NumPy (2020, methodology): “The three other bit generators are a 64bit version of the Philox generator [63] (Philox), Chris Doty-Humphrey’s Small Fast Chaotic generator [64] (SFC64), and the 32-bit Mersenne Twister [65] (MT19937) which has been used in older versions of NumPy.”
Advances and Open Problems in Federated Learning (2019, background): “Robust and efficient PRNGs based on standard cryptographic primitives exist that have output rate of gigabytes per second on modern CPUs and require a seed as short as 128 bits [343].”
Accelerating Wright–Fisher Forward Simulations on the Graphics Processing Unit (2016, unknown): “Random number generator Philox [48] generates a uniform random number between 0 and 1.”
Dissecting the Graphcore IPU Architecture via Microbenchmarking (2019, methodology): “tions offered with NVidia’s cuRand[16] library. cuRand supports multiple PRNG algorithms; we benchmark XORWOW, MRG32K3A, MTGP32, MT19937, Philox4.”
Revisiting Asynchronous Linear Solvers: Provable Convergence Rate through Randomization (2013, methodology): “is fixed using the library Random123 [11] which allows random access to the pseudo-random numbers, as opposed to the conventional streamed approach.”
Discrete Flows: Invertible Generative Models of Discrete Data (2019, background): “Invertible discrete functions are widely used in random number generation, and could provide inspiration for alternatives to the location scale transformation for constructing flows (Salmon et al., 2011).”
Scalable Gradients for Stochastic Differential Equations (2020, methodology): “Our implementation uses an eﬃcient count-based PRNG [73] which avoids passing large random states, and instead simply passes integers.”