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.

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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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