Template Library for Multi-GPU Pseudorandom Number Generation
نویسندگان
چکیده
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.
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