RNGSSELIB: Program library for random number generation, SSE2 realization

TL;DR

This paper introduces RNGSSELIB, a library of high-performance random number generators utilizing SSE2 instructions, including new generators, with detailed analysis of speed and statistical reliability.

Contribution

The paper presents RNGSSELIB, a library of RNGs optimized with SSE2, including three new generators and comprehensive performance and statistical testing.

Findings

SSE2 implementation significantly improves generator speed

All generators pass extensive statistical tests

New generators produce identical output to original algorithms

Abstract

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.