The library RNGSSELIB for random number generators (RNGs) based upon the SSE2 command set is presented. The library contains realization of a number of modern and most reliable generators. Usage of SSE2 command set allows to substantially improve performance of the generators. Three new RNG realizations are also constructed. We present detailed analysis of the speed depending on compiler usage and associated optimization level, as well as results of extensive statistical testing for all generators using available test packages. Fast SSE implementations produce exactly the same output sequence as the original algorithms.
In this update, we present the new version of the random number generator (RNG) library RNGSSELIB,which, in particular, contains fast SSE realizations of a number of modern and most reliable generators . The new features are: (i) Fortran compatibility and examples of using the library in Fortran; (ii) new modern and reliable generators; (iii) the abilities to jump ahead inside a RNG sequence and to initialize up to 1019 independent random number streams with block splitting method.