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<html>
<head>
<title>
RANDOM_MPI - Random Numbers using MPI
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
RANDOM_MPI <br> Random Numbers using MPI
</h1>
<hr>
<p>
<b>RANDOM_MPI</b>
is a C++ program which
demonstrates one way to generate the same sequence of random numbers
for both sequential execution and parallel execution under MPI.
</p>
<p>
A simpler approach to random numbers would simply let each processor
choose a seed. Or the master processor could choose distinct seeds.
However, this is not ideal since it will not match the sequential program
and it does not avoid the possibility that two of the random sequences
will quickly overlap because of a bad choice of seed.
</p>
<p>
Notice that if we have 10 processors available under MPI, we do not
want each processor to generate the same random number sequence.
Instead, we want each of the processors to generate a part of the
sequence, so that all the parts together make up the same set of values
that a sequential program would have computed.
</p>
<p>
We assume we are using a linear congruential
random number generator or "LCRG", which takes
an integer input and returns a new integer output:
<blockquote><b>
U = ( A * V + B ) mod C
</b></blockquote>
We assume that we want the MPI program to produce
the same sequence of random values as a sequential
program would - but we want each processor to compute
one part of that sequence.
</p>
<p>
We do this by computing a new LCRG which can compute
every P'th entry of the original one.
</p>
<p>
Our LCRG works with integers, but it is easy to
turn each integer into a real number between [0,1].
</p>
<p>
The particular scheme for computing the parameters of the new LCRG
is implemented in the <b>UNIFORM</b> library.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>RANDOM_MPI</b> is available in
<a href = "../../c_src/random_mpi/random_mpi.html">a C version</a> and
<a href = "../../cpp_src/random_mpi/random_mpi.html">a C++ version</a> and
<a href = "../../f77_src/random_mpi/random_mpi.html">a FORTRAN77 version</a> and
<a href = "../../f_src/random_mpi/random_mpi.html">a FORTRAN90 version.</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../cpp_src/communicator_mpi/communicator_mpi.html">
COMMUNICATOR_MPI</a>,
a C++ program which
creates new communicators involving a subset of initial
set of MPI processes in the default communicator MPI_COMM_WORLD.
</p>
<p>
<a href = "../../cpp_src/heat_mpi/heat_mpi.html">
HEAT_MPI</a>,
a C++ program which
solves the 1D Time Dependent Heat Equation using MPI.
</p>
<p>
<a href = "../../cpp_src/hello_mpi/hello_mpi.html">
HELLO_MPI</a>,
a C++ program which
prints out "Hello, world!" using the MPI parallel programming environment.
</p>
<p>
<a href = "../../examples/moab/moab.html">
MOAB</a>,
examples which
illustrate the use of the MOAB job scheduler for a computer cluster.
</p>
<p>
<a href = "../../cpp_src/mpi/mpi.html">
MPI</a>,
C++ programs which
illustrate the use of the MPI application program interface
for carrying out parallel computatioins in a distributed memory environment.
</p>
<p>
<a href = "../../cpp_src/multitask_mpi/multitask_mpi.html">
MULTITASK_MPI</a>,
a C++ program which
demonstrates how to multitask, that is, to execute several unrelated
and distinct tasks simultaneously, using MPI for parallel execution.
</p>
<p>
<a href = "../../cpp_src/prime_mpi/prime_mpi.html">
PRIME_MPI</a>,
a C++ program which
counts the number of primes between 1 and N, using MPI for parallel execution.
</p>
<p>
<a href = "../../cpp_src/quad_mpi/quad_mpi.html">
QUAD_MPI</a>,
a C++ program which
approximates an integral using a quadrature rule, and carries out the
computation in parallel using MPI.
</p>
<p>
<a href = "../../cpp_src/ring_mpi/ring_mpi.html">
RING_MPI</a>,
a C++ program which
uses the MPI parallel programming environment, and measures the time
necessary to copy a set of data around a ring of processes.
</p>
<p>
<a href = "../../cpp_src/rnglib/rnglib.html">
RNGLIB</a>,
a C++ library which
implements a random number generator (RNG) with splitting facilities,
allowing multiple independent streams to be computed,
by L'Ecuyer and Cote.
</p>
<p>
<a href = "../../cpp_src/satisfy_mpi/satisfy_mpi.html">
SATISFY_MPI</a>,
a C++ program which
demonstrates, for a particular circuit, an exhaustive search
for solutions of the circuit satisfiability problem, using MPI to
carry out the calculation in parallel.
</p>
<p>
<a href = "../../cpp_src/search_mpi/search_mpi.html">
SEARCH_MPI</a>,
a C++ program which
searches integers between A and B for a value J such that F(J) = C,
using MPI for parallel execution.
</p>
<p>
<a href = "../../cpp_src/wave_mpi/wave_mpi.html">
WAVE_MPI</a>,
a C++ program which
uses finite differences and MPI to estimate a solution to the
wave equation.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Peter Arbenz, Wesley Petersen,<br>
Introduction to Parallel Computing - A practical guide with examples in C,<br>
Oxford University Press,<br>
ISBN: 0-19-851576-6,<br>
LC: QA76.58.P47.
</li>
<li>
Stan Openshaw, Ian Turton,<br>
High Performance Computing and the Art of Parallel Programming:
an Introduction for Geographers, Social Scientists, and
Engineers,<br>
Routledge, 2000,<br>
ISBN: 0415156920.
</li>
<li>
Peter Pacheco,<br>
Parallel Programming with MPI,<br>
Morgan Kaufman, 1996,<br>
ISBN: 1558603395,<br>
LC: QA76.642.P3.
</li>
<li>
Michael Quinn,<br>
Parallel Programming in C with MPI and OpenMP,<br>
McGraw-Hill, 2004,<br>
ISBN13: 978-0071232654,<br>
LC: QA76.73.C15.Q55.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "random_mpi.cpp">random_mpi.cpp</a>, the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<b>RANDOM_FSU</b> compiles and runs the program on the FSU HPC cluster.
<ul>
<li>
<a href = "random_fsu.sh">random_fsu.sh</a>,
the MOAB script.
</li>
<li>
<a href = "random_fsu_output.txt">random_fsu_output.txt</a>,
the output file.
</li>
</ul>
</p>
<p>
<b>RANDOM_SYSX</b> compiles and runs the program on Virginia Techs's System X.
<ul>
<li>
<a href = "random_sysx.sh">random_sysx.sh</a>,
BASH commands to compile, link and load the source code on System X.
</li>
<li>
<a href = "random_sysx_output.txt">random_sysx_output.txt</a>,
the output file.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 24 October 2011.
</i>
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