Efficient reversible uniform and non-uniform random number generation in UNU.RAN

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.