An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units

DOI10.1007/s00607-012-0234-8zbMath1304.65005OpenAlexW2065470814MaRDI QIDQ488304

Tim Wilkin, Michael Johnstone, Doug Creighton, Gleb Beliakov

Publication date: 26 January 2015

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-012-0234-8

zbMATH Keywords

normal numbersrandom number generationGPU

Mathematics Subject Classification ID

Parallel algorithms in computer science (68W10) Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45) Numerical algorithms for specific classes of architectures (65Y10)

Uses Software

• ranlip
• CUDA
• RngSteam
• TestU01
• RngStreams

Cites Work

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• Class library ranlip for multivariate nonuniform random variate generation
• Uniform random number generation
• Variants of Mersenne Twister Suitable for Graphic Processors
• TestU01
• Close-Point Spatial Tests and Their Application to Random Number Generators
• Random Generators and Normal Numbers
• Normal Numbers and Pseudorandom Generators

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