RANDOM_MPI
Random Numbers using MPI


RANDOM_MPI is a FORTRAN90 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.

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 FORTRAN90 program which creates new communicators involving a subset of initial set of MPI processes in the default communicator MPI_COMM_WORLD.

HEAT_MPI, a FORTRAN90 program which solves the 1D Time Dependent Heat Equation using MPI.

HELLO_MPI, a FORTRAN90 program which prints out "Hello, world!" using the MPI parallel programming environment.

MOAB, examples which illustrate the use of the MOAB job scheduler for a computer cluster.

MPI FORTRAN90 programs which illustrate the use of MPI for doing parallel programming in a distributed memory environment, using message passing.

MPI_STUBS, a FORTRAN90 library which contains "stub" MPI routines, allowing a user to compile, load, and possibly run an MPI program on a serial machine.

MULTITASK_MPI, a FORTRAN90 program which demonstrates how to "multitask", that is, to execute several unrelated and distinct tasks simultaneously, using MPI for parallel execution.

PRIME_MPI, a FORTRAN90 program which counts the number of primes between 1 and N, using MPI for parallel execution.

QUAD_MPI, a FORTRAN90 program which approximates an integral using a quadrature rule, and carries out the computation in parallel using MPI.

RING_MPI, a FORTRAN90 program which uses the MPI parallel programming environment, and measures the time necessary to copy a set of data around a ring of processes.

SATISFY_MPI, a FORTRAN90 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 FORTRAN90 program which searches integers between A and B for a value J such that F(J) = C, using MPI for parallel execution.

UNIFORM, a FORTRAN90 library which computes elements of a uniform pseudorandom sequence.

WAVE_MPI, a FORTRAN90 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 FORTRAN90 source codes.


Last revised on 22 October 2011.