Developer Reference

Contents

Bibliography

For more information about the VS functionality, refer to the following publications:

VS RNG

[AVX]
Intel.
Intel® Advanced Vector Extensions Programming Reference
. (https://software.intel.com/content/www/us/en/develop/home.html)
[Bratley88]
Bratley P. and Fox B.L.
Implementing Sobol’s Quasirandom Sequence Generator
, ACM Transactions on Mathematical Software, Vol. 14, No. 1, Pages 88-100, March 1988.
[Bratley92]
Bratley P., Fox B.L., and Niederreiter H.
Implementation and Tests of Low-Discrepancy Sequences
, ACM Transactions on Modeling and Computer Simulation, Vol. 2, No. 3, Pages 195-213, July 1992.
[Coddington94]
Coddington, P. D.
Analysis of Random Number Generators Using Monte Carlo Simulation
. Int. J. Mod. Phys. C-5, 547, 1994.
[IntelSWMan]
Intel.
Intel® 64 and IA-32 Architectures Software Developer’s Manual
. 3 vols. (https://software.intel.com/content/www/us/en/develop/articles/intel-sdm.html)
[L’Ecuyer99]
L’Ecuyer, Pierre.
Tables of Linear Congruential Generators of Different Sizes and Good Lattice Structure
. Mathematics of Computation, 68, 225, 249-260, 1999.
[L’Ecuyer99a]
L’Ecuyer, Pierre.
Good Parameter Sets for Combined Multiple Recursive Random Number Generators
. Operations Research, 47, 1, 159-164, 1999.
[Kirkpatrick81]
Kirkpatrick, S., and Stoll, E.
A Very Fast Shift-Register Sequence Random Number Generator
. Journal of Computational Physics, V. 40. 517-526, 1981.
[Matsumoto98]
Matsumoto, M., and Nishimura, T.
Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator
, ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, Pages 3-30, January 1998.
[Matsumoto00]
Matsumoto, M., and Nishimura, T.
Dynamic Creation of Pseudorandom Number Generators
, 56-69, in: Monte Carlo and Quasi-Monte Carlo Methods 1998, Ed. Niederreiter, H. and Spanier, J., Springer 2000, http://www.math.sci.hiroshima-u.ac.jp/m-mat/MT/DC/dc.html.
[NAG]
[Saito08]
Saito, M., and Matsumoto, M.
SIMD-oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator
. Monte Carlo and Quasi-Monte Carlo Methods 2006, Springer, Pages 607 – 622, 2008.
[Salmon11]
Salmon, John K., Morales, Mark A., Dror, Ron O., and Shaw, David E.,
Parallel Random Numbers: As Easy as 1, 2, 3
. SC ‘11 Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis, 2011.
[Sobol76]
Sobol, I.M., and Levitan, Yu.L.
The production of points uniformly distributed in a multidimensional cube
. Preprint 40, Institute of Applied Mathematics, USSR Academy of Sciences, 1976 (In Russian).
[VS Notes]
|O-MKL| Vector Statistics Notes
, a document presentation on the oneMKL product at https://software.intel.com/content/www/us/en/develop/articles/intel-math-kernel-library-documentation.html

VM

[IEEE754]
IEEE Standard for Binary Floating-Point Arithmetic. ANSI/IEEE Std 754-2008.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.