Pseudo-random number generators for Monte Carlo simulations on ATI Graphics Processing Units
نویسنده
چکیده
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 pseudorandom number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.
منابع مشابه
Using graphics processing units to generate random numbers
The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a large number of independent events have to be simulated. At the core of the Monte Carlo simulation lies the Random Number Generator (RNG). In this paper, the m...
متن کاملRandom number generators for massively parallel simulations on GPU
High-performance streams of (pseudo) random numbers are crucial for the efficient implementation for countless stochastic algorithms, most importantly, Monte Carlo simulations and molecular dynamics simulations with stochastic thermostats. A number of implementations of random number generators has been discussed for GPU platforms before and some generators are even included in the CUDA support...
متن کاملPerformance and Quality of Random Number Generators
Random number generation continues to be a critical component in much of computational science and the tradeoff between quality and computational performance is a key issue for many numerical simulations. We review the performance and statistical quality of some well known algorithms for generating pseudo random numbers. Graphical Processing Units (GPUs) are a powerful platform for accelerating...
متن کاملRandom Number Generators: A Survival Guide for Large Scale Simulations
Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to supercomputers with thousands of CPUs. This raises the issue of generating large amounts of random numbers in a parallel application. In this lecture we will learn ju...
متن کاملExploring pseudo- and chaotic random Monte Carlo simulations
Computer simulations are an increasingly important area of geoscience research and development. At the core of stochastic or Monte Carlo simulations are the random number sequences that are assumed to be distributed with specific characteristics. Computer-generated random numbers, uniformly distributed on (0, 1), can be very different depending on the selection of pseudo-random number (PRN) or ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Computer Physics Communications
دوره 182 شماره
صفحات -
تاریخ انتشار 2011