Parallel Computations Reveal Hidden Errors of Commonly Used Random Number Generators

نویسندگان

  • Hyo Ashihara
  • Ai Kuramoto
  • Isaku Wada
  • Makoto Matsumoto
  • Hironori Kikuchi
  • Masato Kiyama
چکیده

This paper reports that in parallel Monte-Carlo simulations of the 2D Ising-Model, commonly used pseudo-random number generators (PRNG) lead to manifestly erroneous results. When parallel random number sequences for a parallel simulation are generated by a same PRNG with diffrent initial seeds, the sequences can be strongly correlated with each other if the seeds are selected

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تاریخ انتشار 2006