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Parallel GPU-accelerated Recursion-based Generators of Pseudorandom Numbers

Przemyslaw Stpiczynski, Dominik Szalkowski, Joanna Potiopa
Maria Curie-Sklodowska University, Lublin, Poland
Preprints of the Federated Conference on Computer Science and Information Systems pp. 599-606, 2012
@article{stpiczynski2012parallel,

   title={Parallel GPU-accelerated Recursion-based Generators of Pseudorandom Numbers},

   author={Stpiczynski, Przemyslaw and Szalkowski, Dominik and Potiopa, Joanna},

   year={2012}

}

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The aim of the paper is to show how to design fast parallel algorithms for linear congruential and lagged Fibonacci pseudorandom numbers generators. The new algorithms employ the divide-and-conquer approach for solving linear recurrence systems and can be easily implemented on GPU-accelerated hybrid systems using CUDA or OpenCL. Numerical experiments performed on a computer system with modern Fermi GPU show that they achieve good speedup in comparison to the standard CPU-based sequential algorithms.
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