Increasing precision of uniform pseudorandom number generators
Dnipropetrovsk National University, Dnipropetrovsk, Ukraine
arXiv:1401.8230 [cs.MS], (29 Jan 2014)
@article{2014arXiv1401.8230D,
author={Demchik}, V. and {Gulov}, A.},
title={"{Increasing precision of uniform pseudorandom number generators}"},
journal={ArXiv e-prints},
archivePrefix={"arXiv"},
eprint={1401.8230},
primaryClass={"cs.MS"},
keywords={Computer Science – Mathematical Software, Computer Science – Cryptography and Security, Computer Science – Data Structures and Algorithms},
year={2014},
month={jan},
adsurl={http://adsabs.harvard.edu/abs/2014arXiv1401.8230D},
adsnote={Provided by the SAO/NASA Astrophysics Data System}
}
A general method to produce uniformly distributed pseudorandom numbers with extended precision by combining two pseudorandom numbers with lower precision is proposed. In particular, this method can be used for pseudorandom number generation with extended precision on graphics processing units (GPU), where the performance of single and double precision operations can vary significantly.
February 12, 2014 by hgpu
