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clRNG: A Random Number API with Multiple Streams for OpenCL

Pierre L’Ecuyer, David Munger, Nabil Kemerchou
DIRO, Universite de Montreal, Montreal (QC), Canada, H3C 3J7
Universite de Montreal, 2015

@article{l2015clrng,

   title={clRNG: A Random Number API with Multiple Streams for OpenCL},

   author={L’Ecuyer, Pierre and Munger, David and Kemerchou, Nabil},

   year={2015}

}

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We present clRNG, a library for uniform random number generation in OpenCL. Streams of random numbers act as virtual random number generators. They can be created on the host computer in unlimited numbers, and then used either on the host or on other computing devices by work items to generate random numbers. Each stream also has equally-spaced substreams, which are occasionally useful. The API is currently implemented for three different RNGs, namely the MRG31k3p, MRG32k3a, LFSR113, and Philox-4×32-10 generators.
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