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A High Performance Random Number Generator Using Heterogeneous Computing Platform

Fan Li, Minglu Jin
Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024, China
Journal of Computational Information Systems 9: 22, 9003-9011, 2013
@article{li2013ahigh,

   title={A High Performance Random Number Generator Using Heterogeneous Computing Platform},

   author={Li, Fan and Jin, Minglu},

   year={2013}

}

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The power of high performance computing (HPC) heavily depends on the ability to efficiently enhancing huge amounts of parallelism. Random numbers or pseudo random numbers are very important for the efficient implementation for stochastic algorithms. Multi-core CPU and many-core Graphic Processing Units (GPUs) are conductive accelerator to produce the countless random numbers. Nevertheless, GPU does not support to directly call the library offered by CPU. In this paper, we present a novel but simple algorithm for high performance random number generation (called CUDA-RNG). Our experimental results show that this novel generator of RGN can achieve up to 189.32x speedup over the sequential implementation with a small memory load overhead when using 256 threads per block.
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