Two pseudo-random number generators for use in GEC_free blog hosting

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Two pseudo-random number generators for use in GEC

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illigal 2009-05-19 12:09:32 Publish:

Here are two good and scalable pseudo-random number generators that I use in my GA code, which might be useful for other GEC members as well.

Scalable Parallel Random Number Generators Library (SPRNG): An RNG library that combines various available random number generators and supports both serial and parallel platforms.

Mersenne Twister (MT): An RNG which has a period of 2^19937-1 with an assured 623-dimensional equidistribution property (Thanks to Jaume for pointing me to MT). Here is a technical paper regarding MT.

The pLab webpage is a good source for information on different RNGs.

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