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clRNG initial beta release, first commit
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‎.gitignore

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*.suo
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Debug
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Release
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x64
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*.opensdf
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# Compiled Object files
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*.slo
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*.lo
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*.o
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# Compiled Dynamic libraries
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*.so
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*.dylib
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# Compiled Static libraries
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*.lai
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*.la
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*.a

‎CHANGELOG

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Name: clRNG
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Version: 1.0 Beta
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Release Date: April 2015
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ChangeLog:
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____________
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Current Version:
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* This is the initial beta release of clRNG
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‎LICENSE

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Copyright (c) 2015 Advanced Micro Devices, Inc.
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions
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are met:
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1. Redistributions of source code must retain the above copyright
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notice, this list of conditions and the following disclaimer.
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2. Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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***********************************************************************
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clRNG uses the following software with their
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corresponding licenses printed below:
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***********************************************************************
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Random123 software
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https://www.deshawresearch.com/resources_random123.html
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Copyright 2010-2011, D. E. Shaw Research.
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are
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met:
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* Redistributions of source code must retain the above copyright
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notice, this list of conditions, and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions, and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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* Neither the name of D. E. Shaw Research nor the names of its
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contributors may be used to endorse or promote products derived from
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this software without specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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****************************************************************************

‎NOTICE

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AMD clRNG
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Copyright (c) 2015 Advanced Micro Devices, Inc.
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This product includes software developed at
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Advanced Micro Devices, Inc. (http://www.amd.com).
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‎README.md

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# clRNG Library
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A library for uniform random number generation in OpenCL.
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*Streams* of random numbers act as virtual random number generators.
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They can be created on the host computer in unlimited numbers, and then used
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either on the host or on computing devices by work items to generate random numbers.
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Each stream also has equally-spaced substreams, which are occasionally useful.
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The API is currently implemented for four different RNGs, namely the
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MRG31k3p, MRG32k3a, LFSR113 and Philox-4×32-10 generators.
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#### Documentation
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- [**HTML Documentation**
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(generated with Doxygen)](http://clmathlibraries.github.io/clRNG/htmldocs/index.html)
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- [**Tutorial Document**
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*clRNG*: A Random Number API with Multiple Streams for OpenCL](http://clmathlibraries.github.io/clRNG/docs/clrng-api.pdf)
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## Building
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Before configuring and building the library, make sure an OpenCL software
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development kit is available on your platform.
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### Under Linux
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Run:
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cmake src
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make
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make install
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By default, `make install` packages the files necessary for distribution of the
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library in the `package` subdirectory.
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## Installing
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The environment variable `CLRNG_ROOT` must be pointed to the root of the
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packaged files, or more specifically, the directory that contains the `include`
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and `cl` subdirectories.
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Also make sure that the clRNG shared library can be found by the dynamic
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linker. The location of the shared library can depend on the platform. If you
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installed the library on a 64-bit Linux platform, it can normally be found
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under the `lib64` subdirectory of the installation directory.
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### Under Linux
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On a 64-bit Linux platform with a Bash-compatible shell, if the current
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directory is that in which you ran `cmake src`, you can update the necessary
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environment variables by typing:
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export CLRNG_ROOT=$PWD/package
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export LD_LIBRARY_PATH=$CLRNG_ROOT/lib64:$LD_LIBRARY_PATH
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Then, you can check that everything works correctly by executing the unit tests
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with:
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$CLRNG_ROOT/bin/CTest
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## Examples
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Examples can be found in `src/client`.
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The compiled client program examples can be found under the `bin` subdirectory
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of the installation package (`$CLRNG_ROOT/bin` under Linux).
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Note that the examples expect an OpenCL GPU device to be available.
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## Building the documentation manually
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The documentation can be generated by running `make` from within the `doc`
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directory. This requires Doxygen to be installed.

‎doc/Makefile

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.PHONY: all html latex install clean
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all: html latex
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html:
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doxygen clRNG.doxy
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latex:
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$(MAKE) -C out/latex
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install: html latex
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mkdir -p "$(PREFIX)/doc"
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install -d out/html "$(PREFIX)/doc"
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install --mode=0644 out/latex/refman.pdf "$(PREFIX)/doc"
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clean:
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rm -rf out/html out/latex

‎doc/clRNG.bib

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@manual{iLEC08j,
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author = {P. L'Ecuyer},
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title = {{SSJ}: A {J}ava Library for Stochastic Simulation},
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note = {Software {user's} guide,
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available at \url{http://www.iro.umontreal.ca/~lecuyer}},
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institution = {D\'epartement d'Informatique et de Recherche
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Op\'erationnelle, Universit\'e de Montr\'eal},
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year = {2008},
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OPTannote = {}
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}
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@ARTICLE {rLEC91a,
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AUTHOR="P. L'Ecuyer and S. C{\^o}t{\'e}",
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TITLE="Implementing a Random Number Package with Splitting Facilities",
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JOURNAL={ACM Transactions on Mathematical Software},
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VOLUME={17},
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NUMBER={1},
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YEAR={1991},
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PAGES={98--111} }
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@article {rLEC99a,
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old = "rLEC97g",
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AUTHOR="P. L'Ecuyer",
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TITLE="Tables of Maximally Equidistributed Combined {LFSR} Generators",
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JOURNAL={Mathematics of Computation},
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VOLUME={68},
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NUMBER={225},
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PAGES={261--269},
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YEAR={1999}
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}
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@article {rLEC99b,
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old = "rLEC97f",
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AUTHOR="P. L'Ecuyer",
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TITLE="Good Parameters and Implementations for
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Combined Multiple Recursive Random Number Generators",
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JOURNAL={Operations Research},
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VOLUME={47},
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NUMBER={1},
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PAGES={159--164},
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YEAR={1999}
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}
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@INPROCEEDINGS {rLEC00b,
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AUTHOR="P. L'Ecuyer and R. Touzin",
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TITLE={Fast Combined Multiple Recursive Generators with Multipliers
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of the Form $a = \pm 2^q \pm 2^r$},
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BOOKTITLE={Proceedings of the 2000 Winter Simulation Conference},
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OPTeditor = {J. A. Joines and R. R. Barton and K. Kang
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and P. A. Fishwick},
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PUBLISHER="{IEEE} Press",
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ADDRESS= {Piscataway, NJ},
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YEAR={2000},
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PAGES={683--689} }
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@article {rLEC02a,
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old = {rLEC01s},
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AUTHOR="P. L'Ecuyer and R. Simard and E. J. Chen and W. D. Kelton",
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TITLE="An Object-Oriented Random-Number Package with Many
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Long Streams and Substreams",
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JOURNAL={Operations Research},
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VOLUME={50},
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NUMBER={6},
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PAGES={1073--1075},
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YEAR={2002} }
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@article{rLEC07b,
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OLD = {rLEC06b},
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author = {P. L'Ecuyer and R. Simard},
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title = {{TestU01}: A {C} Library for Empirical Testing of Random Number Generators},
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journal = {{ACM} Transactions on Mathematical Software},
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volume = {33},
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number = {4},
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pages = {Article 22},
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month = {August},
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year = {2007},
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OPTdoi = {http://doi.acm.org/10.1145/1268776.1268777},
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publisher = {ACM Press},
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address = {New York, NY, USA},
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OPTnote = {available at
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\url{http://www.simul.umontreal.ca/testu01/tu01.html}},
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}
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@misc{rLEC14p,
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author = {P. L'Ecuyer and B. Oreshkin and R. Simard},
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title = {Random Numbers for Parallel Computers: Requirements and Methods},
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OPTjournal = {Mathematics and Computers in Simulation},
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xvolume = {},
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xnumber = {},
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xpages = {},
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year = {2014},
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\url = {http://www.iro.umontreal.ca/~lecuyer/myftp/papers/parallel-rng-imacs.pdf},
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note = {\url{http://www.iro.umontreal.ca/~lecuyer/myftp/papers/parallel-rng-imacs.pdf}}
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}
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@inproceedings{rSAL11a,
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author = {Salmon, J. K. and Moraes, M. A. and Dror, R. O. and Shaw, D. E.},
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title = {Parallel random numbers: as easy as 1, 2, 3},
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booktitle = {Proceedings of the 2011 International Conference for High Performance Computing,
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Networking, Storage and Analysis},
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year = {2011},
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isbn = {978-1-4503-0771-0},
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Xlocation = {Seattle, Washington},
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pages = {16:1--16:12},
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articleno = {16},
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numpages = {12},
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OPTurl = {http://doi.acm.org/10.1145/2063384.2063405},
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OPTdoi = {10.1145/2063384.2063405},
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publisher = {ACM},
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address = {New York}
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}
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@BOOK {sLAW14a,
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AUTHOR="A. M. Law",
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TITLE={Simulation Modeling and Analysis},
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EDITION={Fifth},
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PUBLISHER={McGraw-Hill},
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ADDRESS={New York},
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YEAR={2014} }
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@InProceedings{vLEC07e,
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author = {P. L'Ecuyer},
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title = {Variance Reduction's Greatest Hits},
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booktitle = {Proceedings of the 2007 European Simulation and Modeling Conference},
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organization = {EUROSIS},
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address = {Ghent, Belgium},
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pages = {5--12},
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year = {2007}
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}
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