Template Library for Multi-GPU Pseudorandom Number Recursion-based Generators
Institute of Mathematics, Maria Curie-Sklodowska University, Pl. M. Curie-Sklodowskiej 1, Lublin, Poland
Federated Conference on Computer Science and Information Systems, 2013
The aim of the paper is to show how to design and implement fast parallel algorithms for Linear Congruential, Lagged Fibonacci and Wichmann-Hill pseudorandom number generators. The new algorithms employ the divide-and-conquer approach for solving linear recurrence systems. They are implemented on multi GPU-accelerated systems using CUDA. Numerical experiments performed on a computer system with two Fermi GPU cards show that our software achieve good performance in comparison to the widely used NVIDIA CURAND Library.
October 1, 2013 by hgpu
