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arXiv · 1108.0486

High-Performance Pseudo-Random Number Generation on Graphics Processing Units

Nimalan Nandapalan·Richard P. Brent·Lawrence M. Murray·Alistair Rendell
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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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Nimalan Nandapalan, Richard P. Brent, Lawrence M. Murray, Alistair Rendell. 2011-08-02. High-Performance Pseudo-Random Number Generation on Graphics Processing Units. https://arxiv.org/abs/1108.0486

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