2854

A Fast High Quality Pseudo Random Number Generator for Graphics Processing Units

W. B. Langdon
Mathematical and Biological Sciences, University of Essex, Colchester CO4 3SQ, UK
IEEE Congress on Evolutionary Computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence).

@conference{langdon2008fast,

   title={A fast high quality pseudo random number generator for graphics processing units},

   author={Langdon, WB},

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

   pages={459–465},

   year={2008},

   organization={IEEE}

}

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Limited numerical precision of nVidia GeForce 8800 GTX and other GPUs requires careful implementation of PRNGs. The Park-Miller PRNG is programmed using G80’s native Value4f floating point in RapidMind C++. Speed up is more than 40. Code is available via ftp cs.ucl.ac.uk genetic/gp-code/random-numbers/gpu_park-miller.tar.gz.
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