A Variant of Mersenne Twister Suitable for Graphic Processors
Department of Mathematics, Graduate School of Science, Hiroshima University, Higashi-Hiroshima, Japan
arXiv:1005.4973v2 [cs.MS] (7 Jun 2010)
@article{2010arXiv1005.4973S,
author={Saito}, M.},
title={"{A Variant of Mersenne Twister Suitable for Graphic Processors}"},
journal={ArXiv e-prints},
archivePrefix={"arXiv"},
eprint={1005.4973},
primaryClass={"cs.MS"},
keywords={Computer Science – Mathematical Software},
year={2010},
month={may},
adsurl={http://adsabs.harvard.edu/abs/2010arXiv1005.4973S},
adsnote={Provided by the SAO/NASA Astrophysics Data System}
}
The author proposes pseudorandom number generators suitable to execute on a graphic processor. They generate pseudorandom numbers in device memory on graphic processors. Each generator uses shared memory on graphic processors as its internal state space, and uses constant memory as a look-up table for a linear transformation. Output formats of the generator are 32-bit integers and single precision floating point numbers obeying the IEEE 754 format. A 64-bit integer version and double precision floating point version are also available. The author also proposes a parameter generator for these generators. The parameter generator provides us with independent streams of pseudorandom numbers, which can be generated in parallel.
August 3, 2011 by hgpu
