تقرير
Using RngStreams for Parallel Random Number Generation in C++ and R
| العنوان: | Using RngStreams for Parallel Random Number Generation in C++ and R |
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| المؤلفون: | Karl, Andrew T., Eubank, Randy, Milovanovic, Jelena, Reiser, Mark, Young, Dennis |
| المصدر: | Computational Statistics, 2014, 29:1301-1320 |
| سنة النشر: | 2014 |
| المجموعة: | Computer Science Statistics |
| مصطلحات موضوعية: | Computer Science - Mathematical Software, Statistics - Computation |
| الوصف: | The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with C++ programs that are parallelized via OpenMP or MPI. Ways to access the backbone generator from RngStreams in R through the parallel and rstream packages are also described. The ideas in the paper are illustrated with both a simple running example and a Monte Carlo integration application. Comment: This paper has been accepted by Computational Statistics and is currently in press |
| نوع الوثيقة: | Working Paper |
| DOI: | 10.1007/s00180-014-0492-3 |
| URL الوصول: | http://arxiv.org/abs/1403.7645 |
| رقم الأكسشن: | edsarx.1403.7645 |
| قاعدة البيانات: | arXiv |
| DOI: | 10.1007/s00180-014-0492-3 |
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