Generating massive high-quality random numbers using GPU

Wai-Man Pang, Tien-Tsin Wong, Pheng-Ann Heng
Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong
IEEE Congress on Evolutionary Computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence). p.841-847


   title={Generating massive high-quality random numbers using GPU},

   author={Pang, W.M. and Wong, T.T. and Heng, P.A.},

   booktitle={Evolutionary Computation, 2008. CEC 2008.(IEEE World Congress on Computational Intelligence). IEEE Congress on},





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Pseudo-random number generators (PRNG) have been intensively used in many stochastic algorithms in artificial intelligence, computer graphics and other scientific computing. However, the current commodity GPU design does not facilitate the efficient implementation of high-quality PRNGs that require high-precision integer arithmetics and bitwise operations. In this paper, we propose a framework to generate a high-quality PRNG shader for all kinds of GPUs. We adopt the cellular automata (CA) PRNG to facilitate high speed and parallel random number generation. The configuration of the CA PRNG is completed automatically by optimizing an objective function that accounts for quality of generated random sequences. To visually evaluate the result, we apply the best PRNG shader to photon mapping. Timing statistics show that our GPU parallelized PRNG is much faster than a pure CPU implementation.
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