Template library for Multi-GPU pseudorandom number recursion-based generators
| Author | Szałkowski D.; Stpiczyński P. |
|---|---|
| Title | Template library for Multi-GPU pseudorandom number recursion-based generators |
| Journal | Proceedings of the 2013 Federated Conference on Computer Science and Information Systems |
| Year | 2013 |
| Status | Published |
| Pages | 515–519 |
| Abstract | The aim of the paper is to show how to design and implement fast parallel algorithms for Linear Congruential, Lagged Fibonacci and Wichmann-Hill pseudorandom number generators. The new algorithms employ the divide-and-conquer approach for solving linear recurrence systems. They are implemented on multi GPU-accelerated systems using CUDA. Numerical experiments performed on a computer system with two Fermi GPU cards show that our software achieve good performance in comparison to the widely used NVIDIA CURAND Library. |
| Publisher | IEEE |