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

Nandapalan, Nimalan; Brent, Richard; Murray, Lawrence M; Rendell, Alistair

Description

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...[Show more]

CollectionsANU Research Publications
Date published: 2012
Type: Conference paper
URI: http://hdl.handle.net/1885/68896
Source: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
DOI: 10.1007/978-3-642-31464-3_62

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