High Performance Computing 1

Sequence Splitting

•A serial random number sequence is partitioned into non-overlapping contiguous sections. If there are N processors, and the period of the serial sequence is P, then the first processor gets the first P/N random numbers, the second processor gets the second P/N random numbers, etc. If the user happens to consume more random numbers than expected, then the sequences could overlap. Another possible problem is that long-range correlations that exist in serial generators could become short-range inter-stream or inter-processor correlations in parallel generators