This repository contains a 100 line example that shows how to do a Monte Carlo simulation using the standard library's implementation of Xoshiro.

A PRNG is a sequence of numbers that should imitate a sequence of i.i.d. random variables. Iterating over such a sequence is inherently sequential, so for parallel hardware, we must create multiple sequences of i.i.d. random variables. We can do this with the seed_arr function. This function is linear and embarrassingly parallel, but rather expensive.