PRNG Random Numbers on GPU
Mathematical and Biological Sciences, University of Essex, Colchester CO4 3SQ, UK
Technical report CES-477, University of Essex, 2007
@article{langdon2007prng,
title={PRNG random numbers on GPU},
author={Langdon, WB and von Neumann, J.},
year={2007},
publisher={Citeseer}
}
Limited numerical precision of nVidia GeForce 8800 GTX and other GPUs requires careful implementation of PRNGs. The Park-Miller PRNG is programmed using G80’s native Value4f floating point in RapidMind C++. Speed up is more than 40. Code is available via ftp ftp://cs.ucl.ac.uk/genetic/gp-code/random-numbers/gpu park-miller.tar.gz
February 15, 2011 by hgpu
