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Random number generators module documentation

NSIMD Random module overview

This module define functions that generate pseudorandom numbers usingalgorithms described in Parallel Random Numbers: As Easy as 1,2,3, byJohn K. Salmon, Mark A. Moraes, Ron O. Dror and David E.Shaw.

Two different algorithms are proposed : threefry and philox. Both should give high quality random number. Threefry is quicker on CPU, while philox is best used on GPU.

Both algorithms are counter based pseudorandom number generator, meaning that they need two parameters:

NSIMD Random API reference