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Batched Ranged Random Integer Generation [r-libre/3351]

Brackett-Rozinsky, Nevin, & Lemire, Daniel (In Press). Batched Ranged Random Integer Generation. Software: Practice and Experience. https://doi.org/10.1002/spe3369

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[img]  PDF - Fast_batched_dice_rolls (1).pdf
Content : Submitted Version
License : Creative Commons Attribution.
 
Item Type: Journal Articles
Refereed: Yes
Status: In Press
Abstract: Pseudorandom values are often generated as 64-bit binary words. These random words need to be converted into ranged values without statistical bias. We present an efficient algorithm to generate multiple independent uniformly-random bounded integers from a single uniformly-random binary word, without any bias. In the common case, our method uses one multiplication and no division operations per value produced. In practice, our algorithm can more than double the speed of unbiased random shuffling for small to moderately large arrays.
Depositor: Lemire, Daniel
Owner / Manager: Daniel Lemire
Deposited: 19 Aug 2024 15:05
Last Modified: 20 Aug 2024 15:29

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