[Beowulf] RE: A thread-safe PRNG for an OpenMP program

[Gabb, Henry]

Hi Joe,
The Intel Math Kernel Library (specifically the Vector Statistical
Library within MKL) contains threadsafe random number functions. The
following web site has a full description:
http://www.intel.com/software/products/mkl/features/vsl.htm. There's an
article "Making the Monte Carlo Approach Even Easier and Faster" on
Intel Developer Services that describes how to use VSL functions with
OpenMP. It's available here:
http://www.intel.com/cd/ids/developer/asmo-na/eng/95573.htm.

Best regards,

Henry Gabb
Intel Parallel Applications Center


> Hi folks:
> 
>     I need to get a thread-safe pseudo-random number generator.  All I

> have found online was SPRNG which is set up for MPI.  Anyone have a 
> quick pointer to their favorite thread safe PRNG that works well in
OpenMP?
> 
>     Thanks.
> 
> Joe
> 
> -- 
> Scalable Informatics LLC,
> email: landman at scalableinformatics.com
> web  : http://www.scalableinformatics.com