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
@article{szalkowski2013template,
title={Template Library for Multi-GPU Pseudorandom Number Recursion-based Generators},
author={Sza{l}kowski, Dominik and Stpiczynski, Przemys{l}aw},
year={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
