I have added a new random number generator to the vector class library. It is optimized for the vector processing capabilities and multiprocessing capabilities of the newest microprocessors, including the forthcoming AVX512 instruction set. It can generate pseudo-random integers and floating point numbers as scalars and vectors. The quality and precision is high. It is intended for large scale simulations and other Monte Carlo applications. The theory is explained in a separate article.
www.agner.org/optimize/#vectorclass |
Random number generator with vector output - Agner - 2014-10-17
Random number generator with vector output new - Agner - 2014-10-17