High-Performance Pseudo-Random Number Generation on Graphics Processing Units
Distributed, Parallel, and Cluster Computing
2013-03-13 v1 Number Theory
Computation
Abstract
This work considers the deployment of pseudo-random number generators (PRNGs) on graphics processing units (GPUs), developing an approach based on the xorgens generator to rapidly produce pseudo-random numbers of high statistical quality. The chosen algorithm has configurable state size and period, making it ideal for tuning to the GPU architecture. We present a comparison of both speed and statistical quality with other common parallel, GPU-based PRNGs, demonstrating favourable performance of the xorgens-based approach.
Cite
@article{arxiv.1108.0486,
title = {High-Performance Pseudo-Random Number Generation on Graphics Processing Units},
author = {Nimalan Nandapalan and Richard P. Brent and Lawrence M. Murray and Alistair Rendell},
journal= {arXiv preprint arXiv:1108.0486},
year = {2013}
}
Comments
10 pages, submitted to PPAM 2011 (Torun, Poland, 11-14 Sept. 2011). For further information, see http://maths.anu.edu.au/~brent/pub/pub241.html