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

DOI10.1007/S00607-012-0234-8MaRDI QIDQ488304zbMATH OpenOpenAlexFDO

Authors M. Johnstone, D. Creighton, T. Wilkin, 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

random number generationnormal numbersGPU

Mathematics Subject Classification ID

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 2002843 (Why is no real title available?)
• scientific article; zbMATH DE number 954401 (Why is no real title available?)
• Class library ranlip for multivariate nonuniform random variate generation
• Close-Point Spatial Tests and Their Application to Random Number Generators
• Normal numbers and pseudorandom generators
• Random Generators and Normal Numbers
• TestU01
• Uniform random number generation
• Variants of Mersenne Twister suitable for graphic processors

Cited in

(10)

• Pseudo-random number generation for Brownian dynamics and dissipative particle dynamics simulations on GPU devices
• Novel approaches in generating random numbers using graphics processing unit
• Multiple-stream parallel pseudo-random number generation with cellular automata
• Pseudo-random number generators for Monte Carlo simulations on ATI graphics processing units
• HASPRNG: hardware accelerated scalable parallel random number generators
• Variants of Mersenne Twister suitable for graphic processors
• Memory efficient lagged-Fibonacci random number generators for GPU supercomputing
• GPUs and chaos: a new true random number generator
• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach

Describes a project that uses

Uses Software

• ranlip
• CUDA
• RngSteam
• TestU01
• RngStreams

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