Abstract
Reversible random number generations are useful in large-scale fault-tolerant parallel computations and parallel discrete event simulations that are based on reversible computation. The Universal Non-Uniform Random Number Generator (UNU.RAN) is one of the popular random number generators used in the simulation community, but the generators are forward-only in nature. In this paper, we develop new reverse algorithm for the default uniform random number generator algorithm of UNU.RAN and also a few nonuniform random generators that use the Transform Density Reduction (TDR) method. We verify the correctness of reversals of our algorithms and also provide performance results to demonstrate reverse computing runtime adds little overheads relative to its forward counterpart.
Kalyan Perumalla
R&D Manager
Kalyan Perumalla is an R&D Manager with 25 years of experience. As a Federal Program Manager in Advanced Scientific Computing Research at the U.S. Dept. of Energy, Office of Science, Kalyan Perumalla manages a $100-million R&D portfolio covering AI, HPC, Quantum, SciDAC, and Basic Computer Science. He previously led advanced R&D as Distinguished Research Staff Member at the Oak Ridge National Laboratory (ORNL) developing scalable software and applications on the world’s largest supercomputers for 17 years, including as a line manager and a founding group leader. He has held senior faculty and adjunct appointments at UTK, GT, and UNL, and was an IAS Fellow at Durham University.