Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach

DOI10.1007/978-3-319-06548-9_12zbMATH Open1317.65025OpenAlexW49078740MaRDI QIDQ5261407FDOQ5261407

Authors: Vadim Demchik 

Publication date: 3 July 2015

Published in: Numerical Computations with GPUs (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-06548-9_12

Recommendations

• Pseudo-random number generators for Monte Carlo simulations on ATI graphics processing units
• An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units
• Memory efficient lagged-Fibonacci random number generators for GPU supercomputing
• A comparative study of some pseudorandom number generators
• scientific article; zbMATH DE number 1305037

zbMATH Keywords

performanceMonte Carlo simulationpseudorandom numbers generation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical algorithms for specific classes of architectures (65Y10)

Cited In (6)

• Novel approaches in generating random numbers using graphics processing unit
• Memory efficient lagged-Fibonacci random number generators for GPU supercomputing
• Pseudo-random number generation for Brownian dynamics and dissipative particle dynamics simulations on GPU devices
• GPUs and chaos: a new true random 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

Uses Software

• NAG
• CUDA
• MersenneTwister
• OpenCL
• trng
• dieharder
• TestU01
• Diehard
• cuRAND
• PRNGCL
• GASPRNG
• PRAND
• ShoveRand

This page was built for publication: Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261407)