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

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

Gleb Beliakov, Michael Johnstone, Doug Creighton, Tim Wilkin

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 numbers; random number generation; GPU

Mathematics Subject Classification ID

68W10: Parallel algorithms in computer science

65Y05: Parallel numerical computation

65C10: Random number generation in numerical analysis

11K45: Pseudo-random numbers; Monte Carlo methods

65Y10: Numerical algorithms for specific classes of architectures

Uses Software

• ranlip
• CUDA
• RngSteam
• TestU01
• RngStreams