I have now made a new random number generator C++ package for large scale applications. It uses the vector instructions and multiprocessor capabilities of the newest microprocessors. It supports vector sizes up to 512 bits, using the forthcoming AVX512 instruction set.
The generator can output vectors of random integer and floating point numbers. It is included in the vector class library, which provides an easy programming framework for applications that use the random number vectors.
The theory is described in this article.
The vector class library including the random number generator is available here. |