High-Performance Pseudo-Random Number Generation on Graphics Processing
Units
241. N. Nandapalan, R. P. Brent, L. M. Murray and A. Rendell,
High-performance pseudo-random number generation on graphics processing units,
Parallel Processing and Applied Mathematics
(Proc. PPAM 2011, Torun, Poland, 11-14 Sept. 2011),
LNCS, Vol. 7203 (2012), 609--618.
arXiv:1108.0486v1.
Preliminary version:
pdf (136K).
Revised version:
pdf (136K).
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.
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