Pseudo-random number generators for Monte Carlo simulations on ATI Graphics Processing Units

@article{Demchik2011PseudorandomNG,
  title={Pseudo-random number generators for Monte Carlo simulations on ATI Graphics Processing Units},
  author={Vadim Demchik},
  journal={Computer Physics Communications},
  year={2011},
  volume={182},
  pages={692-705}
}
Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the… CONTINUE READING
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