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Pseudo-random number generators for Monte Carlo simulations on ATI Graphics Processing Units

Vadim Demchik
Dnepropetrovsk National University, Dnepropetrovsk, 49050 Dnepropetrovsk, Ukraine
Computer Physics Communications (07 December 2010)

@article{Demchik2010,

   title={“Pseudo-randomnumbergeneratorsforMonteCarlosimulationsonATIGraphicsProcessingUnits”},

   journal={“ComputerPhysicsCommunications”},

   volume={“InPress},

   year={“2010”},

   issn={“0010-4655”},

   doi={“DOI:10.1016/j.cpc.2010.12.008”},

   url={“http://www.sciencedirect.com/science/article/B6TJ5-51N22CF-4/2/516da56363273709610658fa5473a81f”},

   author={“VadimDemchik”},

   keywords={“GPGPU”}

}

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Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is presented.
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