4995

A Variant of Mersenne Twister Suitable for Graphic Processors

Mutsuo Saito
Department of Mathematics, Graduate School of Science, Hiroshima University, Higashi-Hiroshima, Japan
arXiv:1005.4973v2 [cs.MS] (7 Jun 2010)

@article{2010arXiv1005.4973S,

   author={Saito}, M.},

   title={"{A Variant of Mersenne Twister Suitable for Graphic Processors}"},

   journal={ArXiv e-prints},

   archivePrefix={"arXiv"},

   eprint={1005.4973},

   primaryClass={"cs.MS"},

   keywords={Computer Science – Mathematical Software},

   year={2010},

   month={may},

   adsurl={http://adsabs.harvard.edu/abs/2010arXiv1005.4973S},

   adsnote={Provided by the SAO/NASA Astrophysics Data System}

}

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The author proposes pseudorandom number generators suitable to execute on a graphic processor. They generate pseudorandom numbers in device memory on graphic processors. Each generator uses shared memory on graphic processors as its internal state space, and uses constant memory as a look-up table for a linear transformation. Output formats of the generator are 32-bit integers and single precision floating point numbers obeying the IEEE 754 format. A 64-bit integer version and double precision floating point version are also available. The author also proposes a parameter generator for these generators. The parameter generator provides us with independent streams of pseudorandom numbers, which can be generated in parallel.
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