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Tim Mattson: Use and Abuse of Random Numbers

  • August 24, 2011
  • Timothy Mattson (Intel)
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Computers cannot make truly random numbers. For statistical algorithms requiring random numbers, developers need to be careful in parallel code to avoid overlapping sequences from random number generators. Tim discusses different methods to use rand

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Computers cannot make truly random numbers. For statistical algorithms requiring random numbers, developers need to be careful in parallel code to avoid overlapping sequences from random number generators. Tim discusses different methods to use random number generators - including using independent generators for each thread and the "leap frog method" - to produce "pseudo random numbers" for statistical algorithms that work in parallel code.

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