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PRNG Random Numbers on GPU

W. B. Langdon
Mathematical and Biological Sciences, University of Essex, Colchester CO4 3SQ, UK
Technical report CES-477, University of Essex, 2007

@article{langdon2007prng,

   title={PRNG random numbers on GPU},

   author={Langdon, WB and von Neumann, J.},

   year={2007},

   publisher={Citeseer}

}

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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 ftp://cs.ucl.ac.uk/genetic/gp-code/random-numbers/gpu park-miller.tar.gz
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