An efficient implementation of Bailey and Borwein’s algorithm for parallel random number generation on graphics processing units

Pseudorandom number generators are required for many computational tasks, such as stochastic modelling and simulation. This paper investigates the serial and parallel implementation of a Linear Congruential Generator for Graphics Processing Units (GPU) based on the binary representation of the normal number $$\alpha _{2,3}$$ . We adapted two methods of… (More)