Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

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

Date

Authors

Nandapalan, Nimalan

Brent, Richard

Murray, Lawrence M

Rendell, Alistair

Publisher

Springer

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.

Keywords

Keywords: 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

URI

http://hdl.handle.net/1885/68896

Collections

ANU Research Publications

Source

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Type

Conference paper

DOI

10.1007/978-3-642-31464-3_62

Restricted until

2037-12-31

Downloads

File

Description

01_Nandapalan_High-performance_pseudo-random_2012.pdf (168.97 KB)

02_Nandapalan_High-performance_pseudo-random_2012.pdf (126.48 KB)

abcd