Memory efficient lagged-Fibonacci random number generators for GPU supercomputing

DOI10.1515/mcma-2014-0017zbMath1318.65004OpenAlexW2281939527MaRDI QIDQ2516013

Michael Mascagni, Timothy D. Andersen

Publication date: 7 August 2015

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2014-0017

zbMATH Keywords

random number generatorgraphics processing unitslagged Fibonacci generatormemory efficiency

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Uses Software

• CUDA
• OpenCL

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