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Manuscript Title: RNGSSELIB: Program library for random number generation, SSE2 realization
Authors: L.Yu. Barash, L.N. Shchur
Program title: RNGSSELIB
Catalogue identifier: AEIT_v1_0
Distribution format: tar.gz
Journal reference: Comput. Phys. Commun. 182(2011)1518
Programming language: C.
Computer: PC.
Operating system: UNIX, Windows.
RAM: 1 Mbytes
Keywords: General purpose, Statistical methods, Monte Carlo, Random numbers, Pseudorandom number generation, Random number generation.
PACS: 02.70Uu, 02.50.Ng, 05.45.-a.
Classification: 4.13.

Nature of problem:
Any calculation requiring uniform pseudorandom number generator, in particular, Monte Carlo calculations.

Solution method:
The library contains realization of a number of modern and reliable generators: mt19937, mrg32k3a and lfsr113. Also new realizations for the method based on parallel evolution of an ensemble of dynamical systems are constructed: GM19, GM31 and GM61. The library contains both usual realizations and realizations based on SSE command set. Usage of SSE commands allows the performance of all generators to be substantially improved.

For SSE realizations of the generators, Intel or AMD CPU supporting SSE2 command set is required. In order to use the realization lfsr113sse, CPU must support SSE4 command set.

Running time:
Running time is of the order of 20 sec for generating 109 pseudorandom numbers with a PC based on Intel Core i7-940 CPU. Running time is analysed in detail in Section 5 of the paper.