Pseudorandom Numbers Generation for Monte Carlo Simulations on GPUs: OpenCL Approach

DOI10.1007/978-3-319-06548-9_12zbMath1317.65025OpenAlexW49078740MaRDI QIDQ5261407

Vadim Demchik

Publication date: 3 July 2015

Published in: Numerical Computations with GPUs (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-06548-9_12

zbMATH Keywords

performanceMonte Carlo simulationpseudorandom numbers generation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical algorithms for specific classes of architectures (65Y10)

Uses Software

• NAG
• CUDA
• MersenneTwister
• OpenCL
• trng
• dieharder
• TestU01
• Diehard
• cuRAND
• PRNGCL
• GASPRNG
• PRAND
• ShoveRand

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