search for: rcpprandomsfmt

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2012 Mar 02
0
c/c++ Random Number Generators Benchmarks using OpenMP
...rappers for the different available RNGs, except for the rngOpenMP that is not instantiable, so I adapted specifically the code. I included in the benchmark: - the c implementation used by the R package Rlecuyer - the (GNU) random_r RNG available on GNU/linux systems and that is reentrant - my RcppRandomSFMT,wrapping a modified version of the SIMD-oriented Fast Mersenne Twister (SFMT) Random Number Generator provided by http://www.agner.org/random Randomc - rngOpenMP I tried to include the rsprng RNG, but could not manage to use it in my code. My conclusions: - all the implementations work, me...