An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units
DOI10.1007/S00607-012-0234-8zbMATH Open1304.65005OpenAlexW2065470814MaRDI QIDQ488304FDOQ488304
T. Wilkin, M. Johnstone, Gleb Beliakov, D. Creighton
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
Recommendations
- Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers
- Variants of Mersenne Twister suitable for graphic processors
- Pseudo-random number generators for Monte Carlo simulations on ATI graphics processing units
- Memory efficient lagged-Fibonacci random number generators for GPU supercomputing
- Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach
Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05) Parallel algorithms in computer science (68W10) Pseudo-random numbers; Monte Carlo methods (11K45) Numerical algorithms for specific classes of architectures (65Y10)
Cites Work
- Variants of Mersenne Twister Suitable for Graphic Processors
- Class library ranlip for multivariate nonuniform random variate generation
- Title not available (Why is that?)
- Title not available (Why is that?)
- TestU01
- Uniform random number generation
- Close-Point Spatial Tests and Their Application to Random Number Generators
- Normal Numbers and Pseudorandom Generators
- Random Generators and Normal Numbers
Cited In (3)
Uses Software
This page was built for publication: An efficient implementation of Bailey and Borwein's algorithm for parallel 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 Q488304)
