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Numerical Analysis and Scientific Computing

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Full-Text Articles in Statistical, Nonlinear, and Soft Matter Physics

A New Class Of Scalable Parallel Pseudorandom Number Generators Based On Pohlig-Hellman Exponentiation Ciphers, Paul Beale Jan 2014

A New Class Of Scalable Parallel Pseudorandom Number Generators Based On Pohlig-Hellman Exponentiation Ciphers, Paul Beale

Paul Beale

Parallel supercomputer-based Monte Carlo applications depend on pseudorandom number generators that produce independent pseudorandom streams across many separate processes. We propose a new scalable class of parallel pseudorandom number generators based on Pohlig--Hellman exponentiation ciphers. The method generates uniformly distributed floating point pseudorandom streams by encrypting simple sequences of integer \textit{messages} into \textit{ciphertexts} by exponentiation modulo prime numbers. The advantages of the method are: the method is trivially parallelizable by parameterization with each pseudorandom number generator derived from an independent prime modulus, the method is fully scalable on massively parallel computing clusters due to the large number of primes available …