BEGIN:VCALENDAR
PRODID:-//Microsoft Corporation//Outlook MIMEDIR//EN
VERSION:1.0
BEGIN:VEVENT
DTSTART:20111115T221500Z
DTEND:20111115T230000Z
LOCATION:TCC 303
DESCRIPTION;ENCODING=QUOTED-PRINTABLE:ABSTRACT: Most pseudorandom number generators (PRNGs) scale poorly to massively parallel high-performance computation because they are designed as sequentially dependent state transformations.  We demonstrate that independent, keyed transformations of counters produce a large alternative class of PRNGs with excellent statistical properties (long period, no discernable structure or correlation).  These “counter-based” PRNGs are ideally suited to modern multicore CPUs, GPUs, clusters, and special-purpose hardware because they vectorize and parallelize well, and require little or no memory for state.  We introduce several counter-based PRNGs: some based on cryptographic standards (AES, Threefish) and some completely new (Philox).  All our PRNGs pass rigorous statistical tests (including TestU01’s BigCrush) and produce at least 2^64 unique parallel streams of random numbers, each with period 2^128 or more.  In addition to essentially unlimited parallel scalability, our PRNGs offer excellent single-chip performance: Philox is faster than the CURAND library on a single NVIDIA GPU.
SUMMARY:Parallel Random Numbers: As Easy as 1, 2, 3
PRIORITY:3
END:VEVENT
END:VCALENDAR