RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility

TL;DR

RNGSSELIB is an updated program library offering fast, reliable random number generators with Fortran compatibility, sequence jumping, and support for up to 10^19 independent streams, enhancing parallel and high-performance applications.

Contribution

The paper introduces a new version of RNGSSELIB with Fortran support, modern generators, and advanced features like sequence jumping and large-scale stream initialization.

Findings

Includes fast SSE realizations of modern generators

Supports up to 10^19 independent streams

Enables sequence jumping and Fortran integration

Abstract

In this update, we present the new version of the random number generator (RNG) library RNGSSELIB, which, in particular, contains fast SSE realizations of a number of modern and most reliable generators \cite{RNGSSELIB1}. The new features are: i) Fortran compatibility and examples of using the library in Fortran; ii) new modern and reliable generators; iii) the abilities to jump ahead inside RNG sequence and to initialize up to $10^{19}$ independent random number streams with block splitting method.