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

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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 (3)

• Novel approaches in generating random numbers using graphics processing unit
• GPUs and chaos: a new true random number generator
• 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

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