RANDOM_MPI
Random Numbers using MPI


RANDOM_MPI 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.

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.

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.

We assume we are using a linear congruential random number generator or "LCRG", which takes an integer input and returns a new integer output:

U = ( A * V + B ) mod C
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.

We do this by computing a new LCRG which can compute every P'th entry of the original one.

Our LCRG works with integers, but it is easy to turn each integer into a real number between [0,1].

The particular scheme for computing the parameters of the new LCRG is implemented in the UNIFORM library.

The latest versions of MPI no longer support the special C++ MPI bindings, so the examples given here have reverted to using the C MPI bindings.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

RANDOM_MPI is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version.

Related Data and Programs:

COMMUNICATOR_MPI, a C++ program which creates new communicators involving a subset of initial set of MPI processes in the default communicator MPI_COMM_WORLD.

HEAT_MPI, a C++ program which solves the 1D Time Dependent Heat Equation using MPI.

HELLO_MPI, a C++ program which prints out "Hello, world!" using the MPI parallel programming environment.

MPI, C++ programs which illustrate the use of the MPI application program interface for carrying out parallel computatioins in a distributed memory environment.

MULTITASK_MPI, a C++ program which demonstrates how to multitask, that is, to execute several unrelated and distinct tasks simultaneously, using MPI for parallel execution.

PRIME_MPI, a C++ program which counts the number of primes between 1 and N, using MPI for parallel execution.

QUAD_MPI, a C++ program which approximates an integral using a quadrature rule, and carries out the computation in parallel using MPI.

RING_MPI, 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.

RNGLIB, 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.

SATISFY_MPI, 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.

SEARCH_MPI, a C++ program which searches integers between A and B for a value J such that F(J) = C, using MPI for parallel execution.

WAVE_MPI, a C++ program which uses finite differences and MPI to estimate a solution to the wave equation.

Reference:

  1. Peter Arbenz, Wesley Petersen,
    Introduction to Parallel Computing - A practical guide with examples in C,
    Oxford University Press,
    ISBN: 0-19-851576-6,
    LC: QA76.58.P47.
  2. Stan Openshaw, Ian Turton,
    High Performance Computing and the Art of Parallel Programming: an Introduction for Geographers, Social Scientists, and Engineers,
    Routledge, 2000,
    ISBN: 0415156920.
  3. Peter Pacheco,
    Parallel Programming with MPI,
    Morgan Kaufman, 1996,
    ISBN: 1558603395,
    LC: QA76.642.P3.
  4. Michael Quinn,
    Parallel Programming in C with MPI and OpenMP,
    McGraw-Hill, 2004,
    ISBN13: 978-0071232654,
    LC: QA76.73.C15.Q55.

Source Code:

Examples and Tests:

RANDOM_FSU compiles and runs the program on the FSU HPC cluster.

RANDOM_SYSX compiles and runs the program on Virginia Techs's System X.

You can go up one level to the C++ source codes.


Last revised on 24 October 2011.