PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs
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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 Barash (2011), Matsumoto and Tishimura (1998), L'Ecuyer (1999,1999), Barash and Shchur (2006) and the efficient SIMD realizations proposed in Barash and Shchur (2011). One of the useful features for using PRAND in parallel simulations is the ability to ini...
Title of program: PRAND
Catalogue Id: AESB_v1_0
Nature of problem
Any calculation requiring uniform pseudorandom number generator, in particular, Monte Carlo calculations. Any calculation or simulation requiring uncorrelated parallel streams of uniform pseudorandom numbers.
Versions of this program held in the CPC repository in Mendeley Data
AESB_v1_0; PRAND; 10.1016/j.cpc.2014.01.007
This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)
创建时间：
2020-01-07
