High-Performance Pseudo-Random Number Generation on Graphics Processing Units

MaRDI QIDQ6226894arXivFDO

Authors Nimalan Nandapalan, Richard P. Brent, Lawrence M. Murray, Alistair P. Rendell, Alistair Rendell

Publication date 2 August 2011

Published in arXiv

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10)

arXiv classification

cs.DCmath.NTstat.CO

Abstract: This work considers the deployment of pseudo-random number generators (PRNGs) on graphics processing units (GPUs), developing an approach based on the xorgens generator to rapidly produce pseudo-random numbers of high statistical quality. The chosen algorithm has configurable state size and period, making it ideal for tuning to the GPU architecture. We present a comparison of both speed and statistical quality with other common parallel, GPU-based PRNGs, demonstrating favourable performance of the xorgens-based approach.

This page was built for publication: High-Performance Pseudo-Random Number Generation on Graphics Processing Units

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6226894)