Lagged-Fibonacci Random Number Generators on Parallel Computers

Abstract Lagged-Fibonacci generators using +, − or ∗ are parallelized by the same method that has been applied to parallelize the GFSR generators. In this method, segments spaced by equal distances in a single lagged-Fibonacci sequence are generated in parallel. The necessary initialization for each segment can be executed in a short time by an efficient algorithm. Four generators are provided in a common style so that a user can easily replace one generator with another in his application programs.