High-Performance Pseudo-Random Number Generation on Graphics Processing Units

Details High-Performance Pseudo-Random Number Generation on Graphics Processing Units High-Performance Pseudo-Random Number Generation on Graphics Processing Units

2011-08-02

arxiv.org/abs/1108.0486v1

Computer Science

Distributed, Parallel, and Cluster Computing

10 pages, submitted to PPAM 2011 (Torun, Poland, 11-14 Sept. 2011). For further information, see http://maths.anu.edu.au/~bren

Scientific paper

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 parallel, GPU-based PRNGs, demonstrating favourable performance of the xorgens-based approach.

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