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Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units

Vadim Demchik
Dnipropetrovsk National University, Dnipropetrovsk, Ukraine
arXiv:1003.1898v1 [hep-lat] (9 Mar 2010)

@article{demchik2010pseudo,

   title={Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units},

   author={Demchik, V.},

   journal={Arxiv preprint arXiv:1003.1898},

   year={2010}

}

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Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.
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