.. _bibliography:

Bibliography
============


For more information about the VS functionality, refer to the following
publications:

VS RNG
******

[AVX]
   Intel. *Intel� Advanced Vector Extensions Programming
   Reference*. (https://software.intel.com/content/www/us/en/develop/home.html)


[Bratley88]
   Bratley P. and Fox B.L. *Implementing Sobol's Quasirandom
   Sequence Generator*, ACM Transactions on Mathematical Software,
   Vol. 14, No. 1, Pages 88-100, March 1988.


[Bratley92]
   Bratley P., Fox B.L., and Niederreiter H. *Implementation and
   Tests of Low-Discrepancy Sequences*, ACM Transactions on
   Modeling and Computer Simulation, Vol. 2, No. 3, Pages 195-213,
   July 1992.


[Coddington94]
   Coddington, P. D. *Analysis of Random Number Generators Using
   Monte Carlo Simulation*. Int. J. Mod. Phys. C-5, 547, 1994.


[IntelSWMan]
   Intel. *IntelΒ� 64 and IA-32 Architectures Software Developer’s
   Manual*. 3 vols.
   (https://software.intel.com/content/www/us/en/develop/articles/intel-sdm.html)


[L'Ecuyer99]
   L'Ecuyer, Pierre. *Tables of Linear Congruential Generators of
   Different Sizes and Good Lattice Structure*. Mathematics of
   Computation, 68, 225, 249-260, 1999.


[L'Ecuyer99a]
   L'Ecuyer, Pierre. *Good Parameter Sets for Combined Multiple
   Recursive Random Number Generators*. Operations Research, 47,
   1, 159-164, 1999.


[Kirkpatrick81]
   Kirkpatrick, S., and Stoll, E. *A Very Fast Shift-Register
   Sequence Random Number Generator*. Journal of Computational
   Physics, V. 40. 517-526, 1981.


[Matsumoto98]
   Matsumoto, M., and Nishimura, T. *Mersenne Twister: A
   623-Dimensionally Equidistributed Uniform Pseudo-Random Number
   Generator*, ACM Transactions on Modeling and Computer
   Simulation, Vol. 8, No. 1, Pages 3-30, January 1998.


[Matsumoto00]
   Matsumoto, M., and Nishimura, T. *Dynamic Creation of
   Pseudorandom Number Generators*, 56-69, in: Monte Carlo and
   Quasi-Monte Carlo Methods 1998, Ed. Niederreiter, H. and
   Spanier, J., Springer 2000,
   http://www.math.sci.hiroshima-u.ac.jp/m-mat/MT/DC/dc.html.


[NAG]
   NAG Numerical Libraries.
   https://www.nag.com/content/nag-library


[Saito08]
   Saito, M., and Matsumoto, M. *SIMD-oriented Fast Mersenne
   Twister: a 128-bit Pseudorandom Number Generator*. Monte Carlo
   and Quasi-Monte Carlo Methods 2006, Springer, Pages 607 – 622,
   2008.


   http://www.math.sci.hiroshima-u.ac.jp/m-mat/MT/ARTICLES/earticles.html


[Salmon11]
   Salmon, John K., Morales, Mark A., Dror, Ron O., and Shaw,
   David E., *Parallel Random Numbers: As Easy as 1, 2, 3*. SC '11
   Proceedings of 2011 International Conference for High
   Performance Computing, Networking, Storage and Analysis, 2011.


[Sobol76]
   Sobol, I.M., and Levitan, Yu.L. *The production of points
   uniformly distributed in a multidimensional cube*. Preprint 40,
   Institute of Applied Mathematics, USSR Academy of Sciences,
   1976 (In Russian).


[VS Notes]
   *|O-MKL| Vector Statistics Notes*, a document presentation on the |O-MKL| product at `https://software.intel.com/content/www/us/en/develop/articles/intel-math-kernel-library-documentation.html <https://software.intel.com/content/www/us/en/develop/articles/intel-math-kernel-library-documentation.html>`__


VM
***


[IEEE754]
   IEEE Standard for Binary Floating-Point Arithmetic. ANSI/IEEE
   Std 754-2008.