Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs

L’Ecuyer, Pierre, David Munger, Boris Oreshkin and Richard Simard

Mathematics and Computers in Simulation (MATCOM), 2017, vol. 135, issue C, 3-17

Abstract: We examine the requirements and the available methods and software to provide (or imitate) uniform random numbers in parallel computing environments. In this context, for the great majority of applications, independent streams of random numbers are required, each being computed on a single processing element at a time. Sometimes, thousands or even millions of such streams are needed. We explain how they can be produced and managed. We devote particular attention to multiple streams for GPU devices.

Keywords: Random number generators; Multiple streams; Parallel computing; Simulation; Monte Carlo (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:135:y:2017:i:c:p:3-17

DOI: 10.1016/j.matcom.2016.05.005

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