Template Library for Multi-GPU Pseudorandom Number Recursion-based Generators

Dominik Szalkowski, Przemyslaw Stpiczynski
Institute of Mathematics, Maria Curie-Sklodowska University, Pl. M. Curie-Sklodowskiej 1, Lublin, Poland
Federated Conference on Computer Science and Information Systems, 2013
@article{szalkowski2013template,

   title={Template Library for Multi-GPU Pseudorandom Number Recursion-based Generators},

   author={Sza{l}kowski, Dominik and Stpiczynski, Przemys{l}aw},

   year={2013}

}

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The aim of the paper is to show how to design and implement fast parallel algorithms for Linear Congruential, Lagged Fibonacci and Wichmann-Hill pseudorandom number generators. The new algorithms employ the divide-and-conquer approach for solving linear recurrence systems. They are implemented on multi GPU-accelerated systems using CUDA. Numerical experiments performed on a computer system with two Fermi GPU cards show that our software achieve good performance in comparison to the widely used NVIDIA CURAND Library.
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