An OpenCL library for parallel random number generators

被引:0
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作者
Tadej Ciglarič
Rok Češnovar
Erik Štrumbelj
机构
[1] University of Ljubljana,Faculty of Computer and Information Science
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关键词
Pseudo-random number generation; Parallelization; GPU; OpenCL; TestU01; PractRand;
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摘要
We present a library of 22 pseudo-random number generators on the GPU. The library is implemented in OpenCL and all generators are tested using the TestU01 and PractRand libraries. We evaluated the efficiency of all generators on five different computing devices. Among the generators that pass all tests, Tyche-i was the fastest on most devices and on average. Tyche-i and several other generators from our library can be used to generate random numbers several times faster than generators from existing libraries.
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页码:3866 / 3881
页数:15
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