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PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs (1307.5869v2)
Published 22 Jul 2013 in physics.comp-ph and cs.MS
Abstract: The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in [1,2,3,4,5] and the efficient SIMD realizations proposed in [6]. One of the useful features for using PRAND in parallel simulations is the ability to initialize up to $10{19}$ independent streams. Using massive parallelism of modern GPUs and SIMD parallelism of modern CPUs substantially improves performance of the generators.