Template library for Multi-GPU pseudorandom number recursion-based generators

Tytuł	Template library for Multi-GPU pseudorandom number recursion-based generators
Publication Type	Conference Paper
Rok publikacji	2013
Autorzy	Szałkowski D., Stpiczyński P
Conference Name	Proceedings of the 2013 Federated Conference on Computer Science and Information Systems
Publisher	IEEE
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.

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