Pseudorandom Number Generation on the GPU

dc.contributor.authorSussman, Mylesen_US
dc.contributor.authorCrutchfield, Williamen_US
dc.contributor.authorPapakipos, Matthewen_US
dc.contributor.editorMarc Olano and Philipp Slusalleken_US
dc.date.accessioned2013-10-28T10:04:58Z
dc.date.available2013-10-28T10:04:58Z
dc.date.issued2006en_US
dc.description.abstractStatistical algorithms such as Monte Carlo integration are good candidates to run on graphics processing units. The heart of these algorithms is random number generation, which generally has been done on the CPU. In this paper we present GPU implementations of three random number generators.We show how to overcome limitations of GPU hardware that affect the feasibility and efficiency of employing a GPU-based RNG. We also present a data flow model for managing and updating substream state for each of the parallel substreams of random numbers. We show that GPU random number generators will greatly benefit from having more outputs from each thread. We discuss other hardware modifications that will be beneficial to the implementation of GPU-RNG, and we present performance measurements of our implementations.en_US
dc.description.seriesinformationGraphics Hardwareen_US
dc.identifier.isbn3-905673-37-1en_US
dc.identifier.issn1727-3471en_US
dc.identifier.urihttps://doi.org/10.2312/EGGH/EGGH06/087-094en_US
dc.publisherThe Eurographics Associationen_US
dc.subjectCategories and Subject Descriptors (according to ACM CCS): I.3.8 [Computer Graphics]: Applications G.3 [Probability and Statistics]: Randum Number Generation G.4 [Mathematical Software]: Parallel and vector implementationsen_US
dc.titlePseudorandom Number Generation on the GPUen_US
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