Document: librandom123
Title: Random123: a Library of Counter-Based Random Number Generators
Author: John K. Salmon and Mark A. Moraes and Ron O. Dror and David E. Shaw
Abstract: Random123 is a family of highly parallelizable counter-based random
 number generators (CBRNGs) that are useful for a wide range of
 applications.
 .
 Random123 is a library of "counter-based" random number generators
 (CBRNGs), in which the Nth random number can be obtained by applying a
 stateless mixing function to N instead of the conventional approach of
 using N iterations of a stateful transformation. CBRNGs are ideal for a
 wide range of applications on modern multi-core CPUs, GPUs, clusters,
 and special-purpose hardware. Three families of non-cryptographic CBRNGs
 are described in a paper presented at the SC11 conference: ARS (based on
 the Advanced Encryption System (AES)), Threefry (based on the Threefish
 encryption function), and Philox (based on integer multiplication). They
 all satisfy rigorous statistical testing (passing BigCrush in TestU01),
 vectorize and parallelize well (each generator can produce at least 264
 independent streams), have long periods (the period of each stream is at
 least 2128), require little or no memory or state, and have excellent
 performance (a few clock cycles per byte of random output). The
 Random123 library can be used with CPU (C and C++) and GPU (CUDA and
 OpenCL) applications.
Section: Science/Mathematics

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