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

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

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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]

dc.contributor.authorNandapalan, Nimalan
dc.contributor.authorBrent, Richard
dc.contributor.authorMurray, Lawrence M
dc.contributor.authorRendell, Alistair
dc.coverage.spatialTorun Poland
dc.date.accessioned2015-12-10T23:32:35Z
dc.date.createdSeptember 11-14 2011
dc.identifier.isbn9783642314636
dc.identifier.urihttp://hdl.handle.net/1885/68896
dc.description.abstractThis 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.
dc.publisherSpringer
dc.relation.ispartofseriesInternational Conference on Parallel Processing and Applied Mathematics (PPAM 2011)
dc.sourceLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
dc.subjectKeywords: Graphics Processing Unit; Graphics processing units; MONTE CARLO; Pseudo random number generators; Pseudo-random numbers; Statistical quality; Computer graphics; Computer graphics equipment; Program processors; Random number generation graphics processing units; Monte Carlo; Pseudo-random number generation
dc.titleHigh-performance pseudo-random number generation on graphics processing units
dc.typeConference paper
local.description.notesImported from ARIES
local.description.refereedYes
dc.date.issued2012
local.identifier.absfor080300 - COMPUTER SOFTWARE
local.identifier.ariespublicationf5625xPUB1859
local.type.statusPublished Version
local.contributor.affiliationNandapalan, Nimalan, Joint Colleges of Science, ANU
local.contributor.affiliationBrent, Richard, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationMurray, Lawrence M, CSIRO
local.contributor.affiliationRendell, Alistair, College of Engineering and Computer Science, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.startpage609
local.bibliographicCitation.lastpage618
local.identifier.doi10.1007/978-3-642-31464-3_62
dc.date.updated2016-02-24T08:51:25Z
local.identifier.scopusID2-s2.0-84865244231
CollectionsANU Research Publications

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