RNGSSELIB: Program library for random number generation, SSE2 realization

Details RNGSSELIB: Program library for random number generation, SSE2 realization RNGSSELIB: Program library for random number generation, SSE2 realization

2010-06-07

arxiv.org/abs/1006.1235v4

Comput. Phys. Commun. 182 (2011) 1518-1527

Physics

Computational Physics

15 pages

Scientific paper

10.1016/j.cpc.2011.03.022

The library RNGSSELIB for random number generators (RNGs) based upon the SSE2 command set is presented. The library contains realization of a number of modern and most reliable generators. Usage of SSE2 command set allows to substantially improve performance of the generators. Three new RNG realizations are also constructed. We present detailed analysis of the speed depending on compiler usage and associated optimization level, as well as results of extensive statistical testing for all generators using available test packages. Fast SSE implementations produce exactly the same output sequence as the original algorithms.

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