High-performance pseudo-random number generation on graphics processing units

Nimalan Nandapalan, Richard P. Brent, Lawrence M. Murray, Alistair P. Rendell

Research output: Chapter in Book/Report/Conference proceedingConference contribution

11 Citations (Scopus)

Abstract

This work considers the deployment of pseudo-random number generators (PRNGs) on graphics processing units (GPUs), developing an approach based on the xorgens generator to rapidly produce pseudo-random numbers of high statistical quality. The chosen algorithm has configurable state size and period, making it ideal for tuning to the GPU architecture. We present a comparison of both speed and statistical quality with other common GPU-based PRNGs, demonstrating favourable performance of the xorgens-based approach.

Original languageEnglish
Title of host publicationParallel Processing and Applied Mathematics - 9th International Conference, PPAM 2011, Revised Selected Papers
Pages609-618
Number of pages10
EditionPART 1
DOIs
Publication statusPublished - 27 Aug 2012
Externally publishedYes
Event9th International Conference on Parallel Processing and Applied Mathematics, PPAM 2011 - Torun, Poland
Duration: 11 Sep 201114 Sep 2011

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 1
Volume7203 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference9th International Conference on Parallel Processing and Applied Mathematics, PPAM 2011
CountryPoland
CityTorun
Period11/09/1114/09/11

Keywords

  • graphics processing units
  • Monte Carlo
  • Pseudo-random number generation

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  • Cite this

    Nandapalan, N., Brent, R. P., Murray, L. M., & Rendell, A. P. (2012). High-performance pseudo-random number generation on graphics processing units. In Parallel Processing and Applied Mathematics - 9th International Conference, PPAM 2011, Revised Selected Papers (PART 1 ed., pp. 609-618). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 7203 LNCS, No. PART 1). https://doi.org/10.1007/978-3-642-31464-3_62