Memory efficient lagged-Fibonacci random number generators for GPU supercomputing

DOI10.1515/MCMA-2014-0017MaRDI QIDQ2516013zbMATH OpenOpenAlexFDO

Authors Timothy D. Andersen, Michael Mascagni

Publication date 7 August 2015

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2014-0017

zbMATH Keywords

random number generatorgraphics processing unitslagged Fibonacci generatormemory efficiency

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(7)

• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator
• An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units
• Pseudo-random number generators for Monte Carlo simulations on ATI graphics processing units
• Variants of Mersenne Twister suitable for graphic processors
• Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach
• Lagged Fibonacci random number generators for distributed memory parallel computers

Describes a project that uses

Uses Software

• OpenCL
• CUDA

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